GBM Public - CRB FICC Quant Researcher - New York - GBM Public

Role Responsibilities

Take a leading role on our 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 which make real-time trading and risk management decisions.

Implement frameworks to manage risk centrally and build optimal portfolios across FICC asset classes.

Build model calibration frameworks for our advanced statistical and AI models, operating at scale with large quantities of time series data, ensuring accuracy and compliance.

Drive our market making strategy development using a range of technologies, and collaborate closely with Quant Developers and core engineering teams to enhance core analytics infrastructure and trading tools.

Develop and enhance critical pricing, trading, and risk tools, and create new frameworks leveraging trade and franchise data to optimize and systematize market making and hedging strategies.

Basic Qualifications

• Excellent academic record in a relevant quantitative field such as physics, mathematics, statistics, engineering, or computer science.
• Strong programming skills in an object-oriented or functional paradigm such as C++, Java, or Python.
• Self-starter with strong self-management skills, 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

About Goldman Sachs

We are committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html

Pay

The expected base salary for this New York, New York, United States-based position is $150000-$300000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.