Question
2-5

Quantitative Strategist, Global Banking & Markets, Equities Structured Products

3/30/2026

The role involves developing and maintaining derivatives pricing models for equity structured products and scaling the business by increasing automated risk management for various exposures. Responsibilities also include expanding pricing capabilities and enhancing risk management through backtesting hedging strategies.

Working Hours

40 hours/week

Company Size

10,001+ employees

Language

English

Visa Sponsorship

No

About The Company
We aspire to be the world’s most exceptional financial institution, united by our shared values of partnership, client service, integrity, and excellence. Operating at the center of capital markets, we act as one firm, mobilizing our people, capital, and ideas to deliver superior results across our clients’ most complex challenges. For 157 years, Goldman Sachs has delivered world-class execution on a global scale across our leading Global Banking & Markets and Asset & Wealth Management businesses. Apprenticeship is central to our culture, with hands-on coaching and access to leaders who bring decades of experience and expertise. With office locations around the world, we offer a broad range of career opportunities to those who insist on excellence and thrive on performance. Find our Social Media Disclosures here: gs.com/social-media-disclosures
About the Role

YOUR IMPACT

You’ll be part of a diverse and talented team, applying your advanced scientific training to tackle new and exciting problems within our Equity Structured Product business.

 

OUR IMPACT

Quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and salespeople, our invaluable quantitative perspectives on complex financial and technical challenges power the business decisions.

Within Equity Structured Product, our team is responsible for utilising modern and sophisticated quantitative techniques to enhance and further develop our derivatives market making capabilities. This includes traditional derivatives pricing and modelling, as well as automation of our quoting, hedging and risk management activities.

 

HOW YOU WILL FULFILL YOUR POTENTIAL

Role Responsibilities

  • Develop and maintain derivatives pricing models for equity structured products, such as structured equity linked notes, OTC equity derivatives etc.
  • Scale the business by increasing automated risk management for exposures to Equity, FX etc. 
  • Expand the scope of our pricing capabilities to new underliers/payoffs, solving idiosyncratic challenges along the way.
  • Enhance risk management by backtesting hedging strategies for equity structured products.
  • Collaborate closely with the trading team to ensure daily accurate risk management.

     

SKILLS AND EXPERIENCE WE’RE LOOKING FOR

Basic Qualifications

  • Experience in structured product modelling.
  • Excellent academic record in a relevant quantitative field such as Mathematics, Engineering or Computer Science.
  • Experience in object-oriented programming with a language such as C++, Java or Python.
  • At least two years of experience in finance or a cutting edge technology company.
  • Excellent written and verbal communication skills.

 

Salary Range 
The expected base salary for this New York, New York, United States-based position is $150,000-$225,000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.

Benefits 
Goldman Sachs is committed to providing our people with valuable and competitive benefits and wellness offerings, as it is a core part of providing a strong overall employee experience. A summary of these offerings, which are generally available to active, non-temporary, full-time and part-time US employees who work at least 20 hours per week, can be found here.

 

ABOUT GOLDMAN SACHS

At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world. 

We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers. 

We’re 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

© The Goldman Sachs Group, Inc., 2026. All rights reserved.

 

Key Skills
Structured Product ModellingObject-Oriented ProgrammingDerivatives PricingRisk ManagementHedging StrategiesAutomationC++JavaPythonQuantitative Analysis
Categories
Finance & AccountingScience & ResearchData & AnalyticsEngineering
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