Quantitative Strategist, Global Banking & Markets, Commodities Trading

Goldman Sachs

Confirmed live 2 days ago High trust

Quick summary

Work type: On-site
Location: New York, NYSao Paulo, Brazil
Salary: $150,000–$225,000 / yr
Posted: 75 days ago
Freshness: Confirmed live 2 days ago
Nearby: 99+ roles within 25 mi

Market check

Salary context

Competitive pay

How this pay compares to similar roles

Similar $166k

This role $188k

$120k most similar roles pay here $236k

This role pays more than 65% 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.

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At a glance

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

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The Quantitative Strategist, Global Banking & Markets, Commodities Trading role involves joining a team dedicated to transforming the commodities business through quantitative research and the systemization of key trading processes. Working alongside traders and sales professionals, you will perform systematic analysis of market data to inform automation platform designs, automate derivative pricing, and implement hedging algorithms to manage risk across various exposures. You will also lead end-to-end structuring for commodity derivative and financing products while participating in all stages of the software development life cycle. The role requires proficiency in object-oriented or functional programming languages such as C++, Java, or Python. Candidates must possess a strong academic background in fields like Physics, Mathematics, Statistics, Engineering, or Computer Science to solve complex problems related to derivatives risk management and automated trading on global venues.

Skills

Python C++ Java SDLC Quantitative Analysis Statistical Analysis Automated Pricing Risk Management Hedging Algorithms Data Analysis

What you'll do

Perform systematic quantitative analysis of market data and franchise flows to inform business decisions.
Lead end-to-end structuring for commodity derivative and financing products using technical expertise.
Automate the pricing of derivative products to provide rapid responses to client quote requests.
Implement automated hedging algorithms and build robust frameworks to manage risk across various exposures.
Develop and maintain automated trading systems in collaboration with sales and trading teams.
Participate in all stages of the software development life cycle using languages like C++, Java, or Python.
Translate complex quantitative concepts into actionable solutions for clients and internal stakeholders.

What we're looking for

Excellent academic record in a highly quantitative field such as Physics, Mathematics, Statistics, Engineering, or Computer Science.
Strong programming skills in an object-oriented or functional paradigm like C++, Java, or Python.
2-4 years of experience in quantitative finance or at a cutting-edge technology company.
Ability to work effectively in high-pressure environments while prioritizing multiple tasks as a self-starter.
Excellent written and verbal communication skills.
Prior experience in commodities at a peer investment bank or hedge fund (preferred).
Previous quantitative or technical experience working directly on or with a derivatives trading desk (preferred).

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