full-time
Global Banking & Markets, Quantitative Researcher – Systematic Option Strategies – FICC Global Currencies & Emerging Markets Strats, VP, London
Goldman Sachs
- Employer
- Goldman Sachs
- Location
- London
- Working pattern
- on-site
About the role
You will drive applied research for systematic option strategies, translating market observations into robust, scalable risk management and market-making solutions. This involves owning the end-to-end research process from hypothesis design and backtesting to live deployment and performance attribution. Candidates must hold an MS or PhD in a quantitative discipline and possess 4–8 years of experience in systematic options, volatility trading, or related macro asset classes. Strong programming skills in Python or Java and a deep understanding of options, risk, and statistical modeling are essential.