Systematic Macro Quant Researcher — New York

Candidate Experience Site - Lateral; New York (NY); On-site; USD 150,000 - 300,000; Full time

Job summary

Goldman Sachs in New York is seeking a FICC Quantitative Researcher at Associate/VP level to join a team transforming the Fixed Income, Currencies, and Commodities business through quantitative methods. You will build market making and quoting strategies across FICC products and develop models for real-time trading and risk management.

The role requires strong programming in C++, Java, or Python, an excellent quantitative background, and the ability to manage priorities in a high-pressure

Qualifications

• Excellent academic record in a quantitative field such as physics, mathematics, statistics, engineering or computer science.
• Strong programming skills in C++, Java or Python.
• Self-starter with the ability to manage multiple priorities in a high-pressure environment.

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, machine learning, and factor models to build models that drive systematic alpha strategies for real-time trading and risk decisions.
• 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, ensuring accuracy and compliance.
• Drive market making strategy development using a range of technologies, collaborating with Quant Developers and core engineering to enhance analytics infrastructure and tools.
• Develop and enhance pricing, trading, and risk tools, leveraging data to optimize market making and hedging strategies.

Skills

C++

Java

Python

Education

Physics/Math/Statistics/Engineering/CS degree

Job description

Goldman Sachs in New York is seeking a FICC Quantitative Researcher at Associate/VP level to join a team transforming the Fixed Income, Currencies, and Commodities business through quantitative methods. You will build market making and quoting strategies across FICC products and develop models for real-time trading and risk management.

The role requires strong programming in C++, Java, or Python, an excellent quantitative background, and the ability to manage priorities in a high-pressure