Global Markets, FICC IRP Strat, Grow Systematic Trading, VP, London

Goldman Sachs
London, United Kingdom
24 Jun 2022
13 Jul 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
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.

Job description
Quantitative strategists at Goldman Sachs are known for their ability to build and develop quantitative and technological expertise to solve complex analytical problems. Desk strategists work closely with a trading desk and/or sales teams to identify and understand business needs, and address gaps through development of real-time tools for pricing and risk-management. Working as a desk strategist means being aware and reactive of market environments, and being collaborative with stakeholders on optimizing trading strategies and risk-hedging solutions.

Your impact:
The interest rate options desk strategists will typically work with their corresponding traders on developing and enhancing pricing and risk-management tools, while also getting involved in the market-making of over-the-counter products. Being at the core of their business activities, strategists are in constant collaboration with colleagues from multiple regions as well as adjacent analytical teams, helping develop scalable cutting-edge technology.

  • Development of pricing models for derivative products within the interest rate options sphere;
  • Collaboration with trading and structuring in analysis of trade ideas;
  • Development of analytical tools and infrastructure to assist on core trading activities such as quoting, valuation and risk management;
  • Collaboration with adjacent teams on optimizing real-time infrastructures for pricing and risk calculations;
  • Development of market-making tools and bid-offer generation, using state-of-the-art in-house technology;

  • Academic background in a quantitative field such as mathematics, physics, statistics, or computer science;
  • Solid background with computer programming: C/C++/C#/Java/Scala or equivalent language;
  • Excellent verbal and written communication skills, experience with collaborative work environments;
  • Interest in working with front office programming of financial models and strategies;
  • Up to 3 or 4 years of experience with financial markets; expertise with interest rates is a plus;


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

We're committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more:

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Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity
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