Macro Quant Researcher: Systematic Trading & Market Making

SRI Conference; New York (NY); On-site; USD 150,000 - 300,000; Full time

Job summary

Goldman Sachs in New York is seeking a FICC Quantitative Researcher at Associate/VP level to join a team transforming fixed income, currencies, and commodities through quantitative trading and automation on the trading floor.

The role focuses on developing market making and pricing tools, applying neural networks, factor models, and scalable calibration frameworks for real-time decision making, collaborating with traders and engineers.

Qualifications

• Excellent academic record in a relevant quantitative field such as physics, mathematics, statistics, engineering, or computer science.
• Strong programming skills in C++, Java, or Python.
• Self-starter with strong self-management skills and ability to manage multiple priorities in a high-pressure environment.

Responsibilities

• Take a leading role on our Quantitative Trading & Market Making desk, building market making and quoting strategies across FICC products.
• 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.
• Implement frameworks to manage risk centrally and build optimal portfolios across FICC asset classes.
• Build model calibration frameworks for our advanced statistical and AI models, operating at scale with large quantities of time series data, ensuring accuracy and compliance.
• Drive our market making strategy development using a range of technologies, and collaborate closely with Quant Developers and core engineering teams to enhance core analytics infrastructure and trading tools.
• Develop and enhance critical pricing, trading, and risk tools, and create new frameworks leveraging trade and franchise data to optimize and systematize market making and hedging strategies.

Skills

C++

Java

Python

Education

Quantitative degree

Job description

Goldman Sachs in New York is seeking a FICC Quantitative Researcher at Associate/VP level to join a team transforming fixed income, currencies, and commodities through quantitative trading and automation on the trading floor.

The role focuses on developing market making and pricing tools, applying neural networks, factor models, and scalable calibration frameworks for real-time decision making, collaborating with traders and engineers.