VP, FICC Quant Research — Alpha Monetization & Live Trading

Goldman Sachs; Greater London; On-site; GBP 90,000 - 150,000; Full time

Job summary

Goldman Sachs' FICC Quantitative Researchers team seeks a senior quantitative researcher to take a leading role on the trading desk and bridge research with the live book. You will translate predictive alpha into PnL through optimal position sizing, risk decomposition, and dynamic covariance estimation.

Use advanced statistical analysis, neural networks, and factor models to build models that drive systematic alpha and real-time trading decisions.

Qualifications

• Proven track record in monetizing alpha signals via portfolio construction and risk modeling.
• Strong academic background in physics, mathematics, statistics, engineering, or CS.
• Excellent programming skills in Python and/or Java.
• Experience across buy-side or systematic asset management is a plus.
• Ability to communicate complex quantitative concepts clearly.

Responsibilities

• Take a leading role on the Quantitative Trading desk, bridge research and live book.
• Translate predictive alpha into PnL via optimal sizing and dynamic covariance estimation.
• Implement risk frameworks and build portfolios across FICC to improve returns.
• Apply neural networks, ML, and factor models to drive systematic alpha decisions.
• Collaborate on expanding research infrastructure and signal analytics engines.

Skills

Python

Java

Quantitative research

Machine learning

Statistical analysis

Communication

Education

PhD or MSc in a quantitative field

Job description

Goldman Sachs' FICC Quantitative Researchers team seeks a senior quantitative researcher to take a leading role on the trading desk and bridge research with the live book. You will translate predictive alpha into PnL through optimal position sizing, risk decomposition, and dynamic covariance estimation.

Use advanced statistical analysis, neural networks, and factor models to build models that drive systematic alpha and real-time trading decisions.