Senior Quantitative Rates Strategist, VP

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

Benefits offered by this job

Health benefits

Job summary

Goldman Sachs in New York seeks a senior Quantitative Strat to lead data analysis and end‑to‑end structuring for interest rate derivatives. You will drive automated pricing, hedging, and risk frameworks, collaborating with sales, trading, and engineering leadership to deliver high‑impact solutions.

You bring 5–10 years in quant finance or tech, strong programming in C++, Java, or Python, and a proven track record of ownership and communicating complex concepts to stakeholders.

Qualifications

• Advanced degree in physics, mathematics, statistics, engineering, or computer science.
• Proven programming skills in C++, Java, or Python.
• 5–10 years of quantitative finance or tech industry experience.
• Strong ownership, prioritization, and ability to deliver under pressure.
• Excellent written and verbal communication with stakeholders.

Responsibilities

• Lead data analysis of franchise flows and market data to inform business decisions.
• Oversee end-to-end structuring for rate derivatives and financing products.
• Drive strategic expansion across the rates franchise.
• Architect automated pricing systems for derivatives and cash products.
• Design automated hedging frameworks to manage risk centrally.
• Collaborate with sales, trading, and engineering leadership and mentor junior strats.
• Guide SDLC across multiple technologies with engineering teams.

Skills

Analytical thinking

Self-management

Communication skills

Education

Advanced degree in physics, mathematics, statistics, engineering, or computer science

Tools

C++

Java

Python

Job description

Goldman Sachs in New York seeks a senior Quantitative Strat to lead data analysis and end‑to‑end structuring for interest rate derivatives. You will drive automated pricing, hedging, and risk frameworks, collaborating with sales, trading, and engineering leadership to deliver high‑impact solutions.

You bring 5–10 years in quant finance or tech, strong programming in C++, Java, or Python, and a proven track record of ownership and communicating complex concepts to stakeholders.