This job is closed
Applications are no longer available for this announcement. Explore current related opportunities below.
Job description
Goldman Sachs in New York seeks a senior Quantitative Strat to lead data analysis and end‑to‑end structuring for interest rate derivatives. You will drive automated pricing, hedging, and risk frameworks, collaborating with sales, trading, and engineering leadership to deliver high‑impact solutions.
You bring 5–10 years in quant finance or tech, strong programming in C++, Java, or Python, and a proven track record of ownership and communicating complex concepts to stakeholders.
#J-18808-Ljbffr
Worksite address
new york, NY, 10261, US
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.