below marketmost similar roles pay hereabove market
This role pays more than
84%
of similar roles. Most pay
$147,500–$212,500
— the blue band above.
At the midpoint, this role pays about
$225k
versus about
$180k
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
71 open roles
on FindRole.
Listed pay typically runs
$140,000–$250,000
across 34 roles with salary data.
The GBM - Quantitative Rates Trading Strat, VP - New York joins a team dedicated to transforming the rates business through quantitative research and systemization of trading processes. This senior role involves leading systematic analysis of franchise flows to design next-generation automation platforms and overseeing end-to-end structuring for complex interest rate derivatives and structured financing products. Key responsibilities include architecting automated pricing systems, designing hedging algorithms, and managing risk across interest rate exposures. The position requires guiding the software development life cycle while collaborating with sales, trading, and engineering leadership. Candidates must possess strong programming skills in C++, Java, or Python, alongside expertise in advanced statistical analysis and mathematical models to solve technical challenges within the government bonds, swaps, and inflation products markets.
C++
C
Low-level system design
Memory management
Concurrency
Performance optimization
High-performance trading systems
Data infrastructure
Python
NumPy
Scikit-learn
Statistics
Data-science methodologies
Python
Java
Machine Learning
Artificial Intelligence
Big Data
Data Analytics
Portfolio Construction
Factor Analytics
FICC
Equity
Software Development
AI Tools