Goldman Sachs in New York seeks a senior Quantitative Strat to lead data analysis and end‑to‑end structuring for interest rate derivatives. You will drive automated pricing, hedging, and risk frameworks, collaborating with sales, trading, and engineering leadership to deliver high‑impact solutions.
You bring 5–10 years in quant finance or tech, strong programming in C++, Java, or Python, and a proven track record of ownership and communicating complex concepts to stakeholders.
#J-18808-LjbffrSenior Quantitative Rates Strategist, VP in new york at Unknown Company
This position is listed as full time and onsite.