GBM - Quantitative Dev/Strat - Systematic Rates Trading, New York

Goldman Sachs Group, Inc.; New York (NY); On-site; USD 150,000 - 225,000; Full time

Benefits offered by this job

Competitive benefits

On-site health centers

Job summary

Goldman Sachs Group, Inc. seeks a Quant Dev/Strat for Systematic Rates Trading in New York. You will build trading algorithms, optimize execution, and work with traders and researchers to push the desk's pricing and risk capabilities.

You will own end-to-end development, from EDA to production-grade deployment, improving market microstructure models and low-latency systems in a fast-paced, collaborative environment.

Qualifications

• Bachelor’s, Master’s, or PhD in a quantitative field is required or strongly preferred.
• Expert-level C++ or Java and Python for analytics, prototyping, and production work.
• Strong foundations in data structures, algorithms, and concurrent system design.

Responsibilities

• Algorithm development for systematic trading and market-making logic.
• Perform Exploratory Data Analysis on large high-frequency datasets.
• Develop and refine TCA frameworks to minimize slippage and market impact.
• Implement portfolio optimization models and real-time risk management.
• Design high-performance, low-latency trading infrastructure and data pipelines.
• Take end-to-end ownership for reliability and scalability of the trading stack.

Skills

C++/Java

Python

Data structures

Concurrency

Education

Bachelor/Master/PhD in CS/Engineering/Math

Tools

KDB+/q

SQL

Git

CI/CD pipelines

Job description

GBM - Quantitative Dev/Strat - Systematic Rates Trading, New York

New York, NY, United States

Job Description

Quant Dev/Strat - Systematic Rates Trading

Desk Overview

The Systematic Rates Trading desk sits at the intersection of quantitative research, technology, and market-making execution. The team is responsible for overseeing the systematic trading, pricing, and risk management frameworks for global Rates products (including government bonds, interest rate swaps, and futures). We design, build, and manage real-time pricing engines, algorithmic hedging systems, and execution platforms that operate at scale in highly liquid and volatile markets.

Role Description

This is a high-impact, front-office seat designed for a strong Quantitative Developer / Strat who is a self-driven, highly motivated independent thinker. In this role, you will not just implement pre-defined models; you will actively drive the end-to-end development of trading algorithms, market-making logic, and portfolio optimization tools.

We are looking for an individual who takes a high amount of ownership over their work, from initial exploratory data analysis to production-grade deployment. You will collaborate closely with traders and quantitative researchers to optimize execution, analyze market microstructure, and build robust, high-performance systems where code quality directly impacts desk P&L.

Responsibilities

• Algorithm Development: Design, develop, and optimize systematic trading algorithms, market-making logic, and real-time algorithmic hedging systems.


• Exploratory Data Analysis (EDA): Conduct rigorous data analysis on massive, high-frequency market datasets to identify pricing anomalies, refine trading signals, and improve execution strategies.


• Market Microstructure & TCA: Analyze Rates market microstructure and build sophisticated Transaction Cost Analysis (TCA) frameworks to minimize slippage, model market impact, and optimize execution performance.


• Portfolio Optimization: Implement and refine mathematical models for portfolio optimization, risk allocation, and real-time risk management.


• System Architecture & Performance: Design and maintain the high-performance, low-latency trading infrastructure and data pipelines powering the systematic Rates business.


• End-to-End Ownership: Proactively identify technical bottlenecks, propose architectural improvements, and take full responsibility for the reliability and scalability of the trading stack.

Who We Look For

We are seeking an exceptional software engineer and quantitative thinker with a "builder" mindset. You should thrive in a fast-paced, collaborative trading floor environment where you are expected to work independently, think critically, and take complete ownership of your projects.

Basic Qualifications

• Education: Bachelor’s, Master’s, or PhD in Computer Science, Computer Engineering, Financial Engineering, Mathematics, or a related quantitative field.


• Core Languages: Expert-level proficiency in C++ or Java (for high-performance, low-latency systems) and Python (for data analysis, prototyping, and scripting).


• CS Fundamentals: Strong foundation in data structures, algorithms, systems programming, and concurrent/multi-threaded application design.


• Engineering Best Practices: Deep understanding of the software development lifecycle, including version control (Git), CI/CD pipelines, testing frameworks, and performance profiling.


• Problem Solving: Exceptional debugging skills and the ability to navigate complex, distributed systems under time-sensitive, live-trading conditions.

Preferred Qualifications

• Domain Knowledge: Strong understanding of Rates products (Treasuries, Swaps, Futures), yield curve modeling, and fixed-income analytics.


• Industry Experience: Prior experience working as a Quant Developer, Strat, or Software Engineer on a systematic trading desk, market-making team, or high-frequency trading (HFT) firm.


• Data Engineering: Experience building and maintaining large-scale time-series databases (e.g., KDB+/q, SQL) and ETL pipelines.


• Quantitative Skills: Familiarity with statistical modeling, optimization techniques, and machine learning libraries in Python.

Salary Range
The expected base salary for this New York, NY, United States-based position is $150000-$225000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.

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 available to 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 178632


• Job Category Associate


• Posting Date 07/08/2026, 02:04 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).

Benefits at Goldman Sachs

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.