GBM - Quantatative Rates Trading Strat, VP - New York

Who We Are

Goldman Sachs is a leading global participant in the interest rate markets, active across a wide range of cash and derivative products. We operate a fully integrated global business, offering comprehensive client services that span interest rate derivatives, government bonds, inflation products, structured notes, and risk management solutions.

Goldman Sachs is a leading global participant in the interest rate markets, active across a wide range of cash and derivative products. We operate a fully integrated global business, offering comprehensive client services that span interest rate derivatives, government bonds, inflation products, structured notes, and risk management solutions.

At Goldman Sachs, Quantitative Strategists (Strats) are at the cutting edge of our businesses, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and sales, their invaluable quantitative perspectives on complex financial and technical challenges directly power our commercial and business decisions.

Our team is dedicated to transforming the rates business through quantitative research and the systemization of key trading processes. We have a broad remit that includes automated quoting, optimizing hedging and portfolio risk decisions, and developing algorithms to trade interest rate derivatives and government bonds on global venues. By deploying advanced statistical analysis and mathematical models, we enhance decision-making and drive business performance, working side-by-side with traditional "voice" traders and sales professionals on the trading floor.

Our core value is building strong, lasting relationships with our clients, which include corporations, financial institutions, and fund managers. We help them execute transactions on global exchanges, raise funding, and manage complex risks. This is a dynamic, entrepreneurial team with a passion for the markets, composed of individuals who thrive in fast-paced, evolving environments and are energized by the activity of a bustling trading floor.

Our culture is built on teamwork, innovation, and meritocracy. We believe our people are our greatest asset, and we take pride in supporting each colleague both professionally and personally. From collaborative work spaces to comprehensive wellbeing and resilience offerings, we provide our people with the flexibility and support they need to reach their goals both inside and outside the office.

We seek self-driven, intellectually curious, and commercially oriented individuals who thrive on solving complex, open-ended problems. As a senior member of the team, you should be a creative and quantitative collaborator who can lead initiatives, mentor junior team members, adapt to the fast-paced evolution of global markets, and translate sophisticated concepts into actionable client solutions.

• Data Analysis:
  Lead systematic and quantitative analysis of franchise flows and market data to drive strategic business decisions and design our next-generation automation platform.
• Structuring:
  Oversee end-to-end structuring for complex interest rate derivative and structured financing products, ensuring rigorous quantitative analysis and deepening client relationships by providing technical expertise and tailored solutions.
• Business Expansion:
  Drive a broad range of strategic initiatives and business expansion across Goldman Sachs’ diversified rates franchise.
• Automated Pricing:
  Architect and enhance systems to automate the pricing of interest rate derivatives and cash products, providing fast and accurate pricing in response to client quote requests.
• Risk Management:
  
  Design and implement automated hedging algorithms and build robust frameworks to manage risk centrally across a broad range of interest rate exposures.
• Collaboration & Leadership:
  Work closely with sales, trading, and engineering leadership to support, maintain, and enhance our automated pricing, curve modeling, and trading systems, while mentoring junior strats on the desk.
• Software Development:
  Guide all stages of the software…