This role pays more than
67%
of similar roles. Most pay
$130,936–$202,000
— the shaded band above.
At the midpoint, this role pays about
$188k
versus about
$166k
for comparable roles.
Based on 240 similar postings.
Employer
About Goldman Sachs
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.
The GBM - Quantitative Dev/Strat - Systematic Rates Trading role sits on the Systematic Rates Trading desk, where the team manages pricing engines, algorithmic hedging systems, and execution platforms for global products like government bonds, interest rate swaps, and futures. You will drive the end-to-end development of trading algorithms, market-making logic, and portfolio optimization tools while performing exploratory data analysis on high-frequency datasets to identify pricing anomalies. Key responsibilities include analyzing market microstructure, building transaction cost analysis frameworks, and maintaining low-latency infrastructure. The role requires expert proficiency in C++ or Java for high-performance systems and Python for data analysis and prototyping. Candidates must possess strong skills in data structures, algorithms, multi-threaded design, and software engineering best practices like Git and CI/CD. Preferred expertise includes yield curve modeling, fixed-income analytics, and experience with KDB+/q or SQL databases.
Java
Python
JSI
Slang
Git
CI/CD
ETL
Data Pipelines
System Architecture
Performance Profiling
Distributed Systems
Time-series Data
Algorithms
Data Structures
Python
KDB
C++
Java
Machine Learning
Data Analytics
Statistical Modeling
Backtesting
Risk Management
Derivatives Pricing
Feature Engineering
Signal Research
Software Engineering
AI