Cross Asset Quantitative Strategist, Senior Associate/ Junior VP in New York City

Securities Strats play important roles in several areas. Some Strats sit on trading desks, creating cutting-edge derivative pricing models and developing empirical models to provide insight into market behavior. Others develop automated trading algorithms for the firm and its clients, taking an active part in the increasing shift from voice to electronic trading. A third group works directly with the firm’s sales force and clients, analyzing exposures, structuring transactions, and applying quantitative concepts to meet client needs. Between these teams, Core Strats design and develop complex parallel computing architectures, electronic trading tools, and advanced algorithms. Cross Asset Strats. The work involves developing a thorough understanding of the full range of investment products and strategies offered by the firm, an ability to capture the characteristics of those investments in mathematical models and the creation of infrastructure to make those analyses reusable and scalable across our businesses.


Our core value is building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers. We help them buy and sell financial products on exchanges around the world, raise funding, and manage risk. This is a dynamic, entrepreneurial team with a passion for the markets, with individuals who thrive in fast-paced, changing environments and are energized by a bustling trading floor.

The Cross Asset team is responsible for the core pricing and risk infrastructure within the FICC (Fixed Income Commodities and Credit) division. They drive the strategy and modelling of the core risk management practices as well as the quoting workflow. Members of the team are expected to develop an in-depth understanding of the models, their efficient integration within the bank framework as well as the technical challenges and design aspect of building and maintaining a unified and scalable infrastructure. The team is at the forefront of the Technology initiatives in the risk and quoting space.

The risk division of the team is responsible in designing, maintaining and driving the strategy of a unified and scalable risk management solution encompassing all asset classes within FICC.

As an experienced member of the team, you are expected to have a deep understanding of the risk management aspects of a wide range of products, models and asset classes. You will be an integral part of the design and implementation of the risk management infrastructure and as such will be required to understand infrastructure management, its design and proper maintenance. This role requires interfacing with many different teams: desk trading strategists from all asset classes, traders, technologists, and senior managers of the bank.

In general, we are looking for smart, quantitative, commercial, problem-solving-oriented, proactive candidates with proven track record of delivering robust, high performance software with experience of financial markets and good project management skills.

Basic Qualificationsi.Strong academic background in a relevant field – Computer Science, Mathematics, Engineering, Physics

ii.Strong communication skills

iii.Strong applied programming skills

iv.Commercial awareness

v.4-6 years of prior financial experience

vi.Enthusiastic, proactive and driven individual

Preferred Qualificationsi.Knowledge of infrastructure architecture/design, release procedures

ii.Project management skills

iii.Risk management skills

iv.Specific FICC financial knowledge

Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet. © The Goldman Sachs Group, Inc., 2015. All rights reserved.

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