GBM Public - FICC Quantitative Researcher, Alpha monetization, VP, New York

Candidate Experience Site - Lateral; New York (NY); On-site; USD 155,000 - 300,000; Full time

Job summary

Goldman Sachs is seeking a VP-level GBM Public FICC Quantitative Researcher based in New York to advance monetization of alpha signals across IR, FX, and Commodities. You will bridge research and live trading, translating models into executable risk-adjusted strategies and state-of-the-art portfolio construction.

Join a data-driven team leveraging neural networks, machine learning, and factor models to drive real-time trading decisions while collaborating on expanding research infrastructure and

Qualifications

• 2–10 years of quantitative research experience across the buy-side.
• Proven monetization of alpha signals via portfolio construction, execution, and risk modeling.
• Thorough knowledge of quantitative investment processes and the underlying factors driving systematic strategy returns.
• Excellent academic record in a relevant quantitative field such as physics, mathematics, statistics, engineering, or computer science.
• Strong programming skills in Python (for research and signal generation) and/or Java (execution systems).
• Self-starter with strong self-management skills, ability to manage multiple priorities and deliver in a fast-paced environment.
• Excellent written and verbal communication skills, with the ability to articulate complex quantitative concepts to both technical and non-technical audiences.

Responsibilities

• Take a leading role on our Quantitative Trading desk, bridge the gap between research and the live book. Improve monetization of systematic trading signals.
• 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 to improve risk adjusted returns.
• Use advanced statistical analysis and quantitative techniques - such as neural networks, machine learning, and factor models - to build models that drive systematic alpha strategies which make real-time trading and risk management decisions.
• Collaborate on the strategic development and ongoing expansion of our research infrastructure, quantitative modeling frameworks, and signal analytics engines.

Skills

Python

Java

Education

Quantitative field degree

Job description

GBM Public - FICC Quantitative Researcher, Alpha monetization, VP, New York

New York, NY, United States

Job Description

We are a team of FICC Quantitative Researchers who work to transform the Fixed Income, Currencies, and Commodities (FICC) business through quantitative trading. Our team has a wide remit to trade against the central risk book (CRB), across product types such as Interest Rates (IR), Foreign Exchange (FX), and Commodities. Our trade horizon spans from hours to months. Our data driven alpha generation is based on a variety of mathematical techniques, including advanced machine learning and generative AI models.

Role Responsibilities

• Take a leading role on our Quantitative Trading desk, bridge the gap between research and the live book. Improve monetization of systematic trading signals


• 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 to improve risk adjusted returns.


• Use advanced statistical analysis and quantitative techniques - such as neural networks, machine learning, and factor models - to build models that drive systematic alpha strategies which make real-time trading and risk management decisions.


• Collaborate on the strategic development and ongoing expansion of our research infrastructure, quantitative modeling frameworks, and signal analytics engines.

Qualifications

• 2–10 years of quantitative research experience across the buy-side, including hedge funds, prop shops, and systematic asset managers.


• Proven track record of monetizing alpha signals via portfolio construction, advanced optimization, execution, and risk modeling.


• Thorough knowledge of quantitative investment processes and the underlying factors driving systematic strategy returns.


• Excellent academic record in a relevant quantitative field such as physics, mathematics, statistics, engineering, or computer science.


• Strong programming skills in Python (for research and signal generation) and/or Java (execution systems).


• Self-starter with strong self-management skills, ability to manage multiple priorities and deliver in a fast-paced environment.


• Excellent written and verbal communication skills, with the ability to articulate complex quantitative concepts to both technical and non-technical audiences.

ABOUT GOLDMAN SACHS

At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.

We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.

We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html

Salary Range

Salary Range
The expected base salary for this New York, NY, United States-based position is $155000-$300000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.

Benefits

Benefits
Goldman Sachs is committed to providing our people with valuable and competitive benefits and wellness offerings, as it is a core part of providing a strong overall employee experience. A summary of these offerings, which are generally availableto active, non-temporary, full-time and part-time US employees who work at least 20 hours per week, can be found here .

Job Info

• Job Identification 149771


• Job Category Vice President


• Posting Date 10/23/2026, 07:24 PM


• Locations New York, NY, United States

Healthcare & Medical Services

We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally

We offer competitive vacation policies based on employee level and office location. We promote time off from work to recharge by providing generous vacation entitlements and a minimum of three weeks expected vacation usage each year.

Financial Wellness & Retirement

We assist employees in saving and planning for retirement, offer financial support for higher education, and provide a number of benefits to help employees prepare for the unexpected. We offer live financial education and content on a variety of topics to address the spectrum of employees’ priorities.

Health

We offer a medical advocacy service for employees and family members facing critical health situations, and counseling and referral services through the Employee Assistance Program (EAP). We provide Global Medical, Security and Travel Assistance and a Workplace Ergonomics Program. We also offer state-of-the-art on-site health centers in certain offices.

Fitness

To encourage employees to live a healthy and active lifestyle, some of our offices feature on-site fitness centers. For eligible employees we typically reimburse fees paid for a fitness club membership or activity (up to a pre-approved amount).

We offer on-site child care centers that provide full-time and emergency back-up care, as well as mother and baby rooms and homework rooms. In every office, we provide advice and counseling services, expectant parent resources and transitional programs for parents returning from parental leave. Adoption, surrogacy, egg donation and egg retrieval stipends are also available.

Benefits at Goldman Sachs

Read more about the full suite of class-leading benefits our firm has to offer..

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