Senior Quant Researcher - Systematic FX Options & Volatility

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

Job summary

Goldman Sachs in New York is seeking a seasoned quantitative researcher for the GCEM Strats team to develop systematic option strategies and partner with Traders on market-making and hedging. You will turn market observations into robust models, test ideas, backtest, and deploy solutions with attention to costs and risk.

Collaborate with Researchers, Traders and Engineers in a fast-paced, markets-facing environment, driving research from concept to measurable commercial impact.

Qualifications

• MS or PhD in a quantitative discipline.
• 4-8 years of applied quantitative research experience.
• Experience with predictive models, signals, or hedging.

Responsibilities

• Originate and test systematic option market making approaches.
• Develop forecasting models for volatility markets.
• Design and implement systematic hedging strategies for vega.
• Own end-to-end research process from idea to deployment.
• Communicate methods and results to Trading and senior stakeholders.

Skills

Quantitative researcher

Statistical analysis

Machine learning

Python/Java

Time-series analysis

Research ownership

Communication skills

Education

MS or PhD in quantitative field

Tools

Python

Java

Job description

Goldman Sachs in New York is seeking a seasoned quantitative researcher for the GCEM Strats team to develop systematic option strategies and partner with Traders on market-making and hedging. You will turn market observations into robust models, test ideas, backtest, and deploy solutions with attention to costs and risk.

Collaborate with Researchers, Traders and Engineers in a fast-paced, markets-facing environment, driving research from concept to measurable commercial impact.