Senior Systematic Macro Quant Trader

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

Job summary

Goldman Sachs in New York seeks a FICC Quantitative Researcher (Associate/VP) to transform trading with quantitative methods across IR, FX, credit and commodities. You will develop market making and automated quoting strategies and work closely with traders and engineers to deploy models on real-time data.

The role requires a strong quantitative background, proficiency in C++, Java, or Python, and the ability to deliver under pressure, communicating complex concepts clearly to diverse

Qualifications

• Excellent academic record in a relevant quantitative field.
• Strong programming skills in an object-oriented or functional language such as C++, Java, or Python.
• Self-starter with the ability to manage multiple priorities and deliver in a high-pressure environment.
• Excellent written and verbal communication skills, with the ability to articulate complex quantitative concepts to both technical and non-technical audiences.

Responsibilities

• Take a leading role on the Quantitative Trading & Market Making desk, building market making and quoting strategies across FICC products.
• Use advanced statistical analysis and quantitative techniques such as neural networks and factor models to drive systematic alpha strategies.
• Implement frameworks to manage risk centrally and build optimal portfolios across FICC asset classes.
• Build model calibration frameworks for AI models, operating at scale with large time series data.
• Drive market making strategy development and collaborate with Quant Developers and core engineering teams.
• Develop and enhance pricing, trading, and risk tools to optimize and systematize market making and hedging.

Skills

C++

Java

Python

Education

Quantitative degree

Job description

Goldman Sachs in New York seeks a FICC Quantitative Researcher (Associate/VP) to transform trading with quantitative methods across IR, FX, credit and commodities. You will develop market making and automated quoting strategies and work closely with traders and engineers to deploy models on real-time data.

The role requires a strong quantitative background, proficiency in C++, Java, or Python, and the ability to deliver under pressure, communicating complex concepts clearly to diverse