Quantitative Dev/Strat, Systematic Rates Trading
Goldman Sachs
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How this pay compares to similar roles
This role pays more than 64% of similar roles. Most pay $130,500–$206,875 — the shaded band above. At the midpoint, this role pays about $188k versus about $169k for comparable roles.
Based on 240 similar postings.
Employer
Goldman Sachs is a leading global investment banking, securities, and investment management firm providing financial services to corporations, financial institutions, governments, and individuals.
Goldman Sachs currently has 134 open roles on FindRole.
Listed pay typically runs $137,000–$250,000 across 55 roles with salary data.
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At a glance
The GBM, Public, ETF One Delta Strat - Quantitative Engineering role is situated within the ETF Trading Desk in the One Delta Equity group. This developer-heavy seat focuses on managing the technical infrastructure for systematic trading, pricing frameworks, and daily fund reconciliation across equity ETFs. The engineer will be responsible for operational engineering to resolve bottlenecks, providing real-time troubleshooting for production systems, and designing high-performance data stacks for a systematic block market-making business. Key responsibilities include translating quantitative pricing models into production-grade code and optimizing the JSI layer for low-latency communication between Java infrastructure and the proprietary Slang environment. Candidates must possess expert proficiency in Java and Python, along with skills in Git, CI/CD, and performance profiling. The role addresses technical challenges in ETF market microstructure, delta-one products, and systematic hedging strategies.
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