Senior Quant Strategist, Rates Trading & Automation

Goldman Sachs Bank AG; New York (NY); On-site; USD 150,000 - 300,000; Full time

Job summary

Goldman Sachs seeks a highly skilled Quantitative Strategist (Strats) in New York to drive data‑driven analysis and to design automated pricing and hedging systems for interest rate derivatives and government bonds. You will collaborate with traders, sales, and engineering to translate complex models into scalable trading solutions.

Ideal candidates bring 5–10 years in quantitative finance or cutting‑edge tech, strong programming in C++/Java/Python, and a proven ability to own projects and

Qualifications

• Excellent academic record in a highly quantitative field.
• Strong programming skills in an object‑oriented or functional paradigm (C++, Java, Python).
• 5–10 years of experience in quantitative finance or at a cutting‑edge technology company.
• Proven track record of project ownership, self‑management, and prioritizing multiple tasks.
• Excellent written and verbal communication skills with senior stakeholders.

Responsibilities

• Data Analysis: Lead systematic quantitative analysis of franchise flows and market data.
• Structuring: End‑to‑end structuring for complex interest rate derivatives and financing products.
• Business Expansion: Drive strategic initiatives across the rates franchise.
• Automated Pricing: Architect systems to automate pricing of derivatives and cash products.
• Risk Management: Design automated hedging algorithms and risk frameworks.
• Collaboration & Leadership: Partner with sales, trading, and engineering; mentor juniors.
• Software Development: Guide SDLC across architectures and infrastructure teams.

Skills

Programming: C++/Java/Python

Quantitative analysis

Communication skills

Project ownership

Education

Bachelor's degree in Physics/Mathematics/Statistics/Engineering/CS

Job description

Goldman Sachs seeks a highly skilled Quantitative Strategist (Strats) in New York to drive data‑driven analysis and to design automated pricing and hedging systems for interest rate derivatives and government bonds. You will collaborate with traders, sales, and engineering to translate complex models into scalable trading solutions.

Ideal candidates bring 5–10 years in quantitative finance or cutting‑edge tech, strong programming in C++/Java/Python, and a proven ability to own projects and