full-time
GBM Public - Quantitative Researcher – Systematic Option Strategies – FICC Global Currencies and Emerging Markets Strats, VP – New York
Goldman Sachs
- Employer
- Goldman Sachs
- Location
- New York
- Working pattern
- on-site
- Salary
- $155,000–$300,000 / year
About the role
Drive applied research for systematic option strategies by translating market intuition into scalable risk management and market-making solutions. Partner with traders to develop forecasting models, design hedging strategies, and own the end-to-end research process from hypothesis to live deployment. Requires an MS or PhD in a quantitative discipline with 4-8 years of experience in systematic options or volatility trading. Candidates must possess strong programming skills and a deep understanding of financial markets, statistics, and derivative pricing models.