Senior Quantitative Rates Strategist

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

Job summary

Goldman Sachs is seeking a senior Quantitative Strategist (Strats) in New York who collaborates with traders and sales to translate complex models into actionable client solutions across rates, government bonds, inflation products, and structured notes.

The role involves leading data analysis of franchise flows, end-to-end structuring of derivatives, designing automated pricing, and building robust hedging frameworks while mentoring junior colleagues on the trading floor.

Qualifications

• Degree in a quantitative field (Physics, Mathematics, Statistics, Engineering, or CS).
• Strong programming in OO/functional languages (C++, Java, Python).
• 5–10 years in quantitative finance or tech.
• Proven project ownership and prioritization under pressure.
• Excellent written and verbal communication to senior stakeholders.

Responsibilities

• Data Analysis: Lead systematic and quantitative analysis of franchise flows and market data to drive strategic decisions and design automation.
• Structuring: Oversee end-to-end structuring for complex interest rate derivatives and structured financing products with rigorous analysis.
• Business Expansion: Drive strategic initiatives and business growth across the rates franchise.
• Automated Pricing: Architect systems to automate pricing of interest rate derivatives and cash products.
• Risk Management: Design automated hedging algorithms and robust risk frameworks across rate exposures.
• Collaboration & Leadership: Work with sales, trading, and engineering to support pricing, curve modeling, and trading systems; mentor juniors.
• Software Development: Guide SDLC using various technologies with engineering teams.

Skills

C++, Java, Python

Education

Quantitative field (Physics, Mathematics, Statistics, Engineering, or CS)

Job description

Goldman Sachs is seeking a senior Quantitative Strategist (Strats) in New York who collaborates with traders and sales to translate complex models into actionable client solutions across rates, government bonds, inflation products, and structured notes.

The role involves leading data analysis of franchise flows, end-to-end structuring of derivatives, designing automated pricing, and building robust hedging frameworks while mentoring junior colleagues on the trading floor.