Quantitative Strategist: Equity Structured Products

Goldman Sachs; New York (NY); Hybrid; USD 150,000 - 225,000; Full time

Job summary

Goldman Sachs, headquartered in New York, seeks a Quantitative Strategist for Equity Structured Products. You will build pricing models, expand automation, and collaborate with traders to strengthen risk management.

Strong academic credentials in quantitative fields and proficiency in C++, Java, or Python are required, with at least two years in finance or tech. Base salary is competitive with discretionary bonus potential.

Qualifications

• Experience in structured product modelling required.
• Strong academic record in mathematics, engineering or computer science.
• Proficient in OO programming languages (C++, Java or Python).
• Minimum two years in finance or a cutting-edge tech company.
• Excellent written and verbal communication skills.

Responsibilities

• Develop and maintain derivatives pricing models for equity structured products.
• Scale automated risk management for equity and FX exposures.
• Expand pricing capabilities to new underliers and payoffs.
• Backtest hedging strategies to enhance risk management.

Skills

Structured product modelling

Quantitative field background

Object-oriented programming

Finance/tech experience

Communication skills

Education

Quantitative degree

Tools

C++

Java

Python

Job description

Goldman Sachs, headquartered in New York, seeks a Quantitative Strategist for Equity Structured Products. You will build pricing models, expand automation, and collaborate with traders to strengthen risk management.

Strong academic credentials in quantitative fields and proficiency in C++, Java, or Python are required, with at least two years in finance or tech. Base salary is competitive with discretionary bonus potential.