GBM Public - Quantitative Researcher – Systematic Option Strategies – FICC Global Currencies and Emerging Markets Strats, VP – New York

Title: GBM Public - Quantitative Researcher – Systematic Option Strategies – FICC Global Currencies and Emerging Markets Strats, VP – New York

Location: New York, NY, United States

The FICC and Equities Quantitative Strategists team works at the center of Goldman Sachs' global markets business. We work hand in hand with Traders to turn quantitative research into solutions directly deployed in our trading franchise, running in live markets. Our impact spans three areas:

Across venues: We push the frontier of systematization and automation in our trading franchise. We research and develop market-making strategies and trading signals for better pricing and risk management. We also build low-latency quoting and execution algorithms, and the technology stack behind them, for trading on exchanges and electronic channels.

On desks: We build valuation models that price derivatives, evaluate products and explain how markets behave. We create trading tools and algorithms for automated trading and hedging. We use statistical tools to measure and manage risk across asset classes.

Across desks: We build and run a large-scale quoting platform and risk management infrastruct