Senior FICC Quant Trader — AI-Driven Alpha

SRI Conference; New York (NY); On-site; USD 155,000 - 300,000; Full time

Job summary

Goldman Sachs is seeking a Senior Quantitative Researcher to lead on the Fixed Income, Currencies, and Commodities trading desk in New York. You will transform predictive alpha into tradable signals with strategic risk management and portfolio construction.

We look for a strong academic background in physics, math, or related fields, plus proficiency in Python and/or Java. You will collaborate across research and execution teams to optimize the live book and monetize strategies.

Qualifications

• Track record of monetizing alpha signals via portfolio construction and risk modeling.
• Excellent academic record in a quantitative field such as physics, mathematics, statistics, engineering, or CS.
• Strong programming skills in Python and/or Java; ability to articulate complex quantitative concepts.

Responsibilities

• Lead on the Quantitative Trading desk, bridging research and live book to monetize signals.
• Translate predictive alpha into PnL via position sizing, risk decomposition, and covariance estimation.
• Implement risk management frameworks and build portfolios across FICC asset classes for better risk-adjusted returns.
• Use neural networks, ML, and factor models to build models driving systematic alpha for real-time trading decisions.
• Collaborate on developing research infrastructure, modeling frameworks, and signal analytics engines.

Skills

Python programming

Java programming

Quantitative research

Portfolio optimization

Communication

Self-management

Education

Physics or Mathematics

Job description

Goldman Sachs is seeking a Senior Quantitative Researcher to lead on the Fixed Income, Currencies, and Commodities trading desk in New York. You will transform predictive alpha into tradable signals with strategic risk management and portfolio construction.

We look for a strong academic background in physics, math, or related fields, plus proficiency in Python and/or Java. You will collaborate across research and execution teams to optimize the live book and monetize strategies.