FICC Alpha Quant Trader — VP/Assoc, NY

Goldman Sachs; New York (NY); Hybrid; USD 150,000 - 300,000; Full time

Job summary

Goldman Sachs is seeking a GBM Public - FICC Quantitative Researcher, Alpha monetization, Associate/VP, for the New York team. You will join a desk transforming the Fixed Income, Currencies and Commodities business through quantitative trading, leveraging ML and AI techniques to monetize signals and manage risk across IR, FX and Commodities.

The role emphasizes bridging research with the live book, implementing risk frameworks, and building scalable research infrastructure.

Qualifications

• Excellent academic record in a relevant quantitative field.
• Strong programming skills in Python and/or Java for research and execution.
• Excellent written and verbal communication skills.

Responsibilities

• Take a leading role on our Quantitative Trading desk, bridge the gap between research and the live book.
• Translate raw predictive alpha into PnL through optimal position sizing, risk decomposition and dynamic covariance estimation.
• Implement frameworks to manage risk centrally and build optimal portfolios across FICC asset classes.
• Use advanced statistical analysis and quantitative techniques, such as neural networks and factor models, to build models that drive systematic alpha strategies.

Skills

Quantitative thinking

Communication

Self-management

Quantitative analysis

Education

Quantitative field degree

Tools

Python

Java

Machine Learning

Job description

Goldman Sachs is seeking a GBM Public - FICC Quantitative Researcher, Alpha monetization, Associate/VP, for the New York team. You will join a desk transforming the Fixed Income, Currencies and Commodities business through quantitative trading, leveraging ML and AI techniques to monetize signals and manage risk across IR, FX and Commodities.

The role emphasizes bridging research with the live book, implementing risk frameworks, and building scalable research infrastructure.