Quantitative Strategist, Global Banking & Markets, Commodities Trading

Goldman Sachs

Quick summary

Work type: On-site
Location: New York, NY
Salary: $150,000–$225,000 / yr
Posted: 1 day ago
Nearby: 99+ roles within 25 mi

Market check

Salary context

Competitive pay

How this pay compares to similar roles

Similar $171k

This role $188k

$119k most similar roles pay here $236k

This role pays more than 63% of similar roles. Most pay $130,000–$211,743 — the shaded band above. At the midpoint, this role pays about $188k versus about $171k 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 187 open roles on FindRole.

Listed pay typically runs $130,000–$250,000 across 60 roles with salary data.

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View all roles at Goldman Sachs

At a glance

TL;DR · Quantitative Strategist, Global Banking & Markets, Commodities Trading

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As a Quantitative Strategist at Goldman Sachs, you will join a dynamic team focused on transforming the commodities business through quantitative research and automation. Your role involves performing systematic data analysis to drive business decisions, leading end-to-end structuring for commodity derivatives, and automating pricing and hedging algorithms. You will collaborate closely with sales and trading teams to enhance automated systems and manage risk across various exposures. The position requires strong programming skills in languages like Python or Java, experience in quantitative finance, and a background in physics, mathematics, or engineering. This role is ideal for someone who thrives on solving complex problems and enjoys the fast-paced environment of global markets, contributing to strategic initiatives that drive business expansion within Goldman Sachs’ commodities franchise.

Skills

Python Java C++ Kubernetes AWS Docker CI/CD SQL PostgreSQL MongoDB Git Jenkins Prometheus Grafana Linux Unix SDLC Agile

What you'll do

Perform systematic analysis of market data to drive business decisions and design automation platforms.
Lead end-to-end structuring for commodity derivative products with rigorous quantitative analysis.
Contribute to strategic initiatives to expand the commodities business across various markets.
Automate pricing processes for derivatives to provide fast, accurate client quotes.
Develop automated hedging algorithms to manage risk centrally across diverse exposures.
Participate in software development lifecycle stages using object-oriented or functional programming.

What we're looking for

Excellent academic background in a quantitative field such as Physics, Mathematics, Statistics, Engineering, or Computer Science.
2-4 years of experience in quantitative finance or at a leading technology firm.
Strong programming skills in languages like C++, Java, or Python.
Experience in commodities trading or derivatives at an investment bank or hedge fund.
Ability to manage multiple tasks and work effectively under pressure.
Expertise in data analysis, automated pricing, and risk management for derivative products.

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