Quant Dev/Strat: Systematic Rates Trading, Front-Office

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

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.