VP Quantitative Rates Trading Strategist

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

Job summary

Goldman Sachs, a leading global financial firm, seeks a senior Quantitative Strategist to lead data-driven decisions, design automated pricing, and oversee risk management across interest rate derivatives and government bonds. The role requires deep quantitative skills, strong coding ability, and leadership in a fast-paced trading environment.

As a senior member, you will mentor junior strats, collaborate with traders, and drive end‑to-end projects from conception through deployment, leveraging

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 tech company.
• Proven track record of project ownership, self-management, and prioritization in high-pressure environments.
• Excellent written and verbal communication skills with senior stakeholders.

Responsibilities

• Data Analysis: Lead systematic and quantitative analysis of flows and market data to drive decisions and automation.
• Structuring: Oversee end-to-end structuring for complex rate derivatives and financing products.
• Business Expansion: Drive strategic initiatives across the rates franchise.
• Automated Pricing: Architect and enhance systems to automate pricing of rate derivatives and cash products.
• Risk Management: Design automated hedging algorithms and robust risk frameworks.
• Collaboration & Leadership: Work with sales, trading, and engineering leadership and mentor junior staff.
• Software Development: Guide SDLC across technologies and collaborate with infrastructure teams.

Skills

C++

Java

Python

Quantitative finance

Education

Quantitative field degree (Physics/Math/Statistics/Engineering/CS)

Tools

SDLC

Git

Job description

Goldman Sachs, a leading global financial firm, seeks a senior Quantitative Strategist to lead data-driven decisions, design automated pricing, and oversee risk management across interest rate derivatives and government bonds. The role requires deep quantitative skills, strong coding ability, and leadership in a fast-paced trading environment.

As a senior member, you will mentor junior strats, collaborate with traders, and drive end‑to-end projects from conception through deployment, leveraging