Goldman Sachs · 2 months ago
Quantitative Strategist, Global Banking & Markets, FICC Mortgage Strats
New York, New York, United States
Full-time, Part-time
Onsite
Entry, Mid Level
$110K/yr - $125K/yr
1+ years expGoldman Sachs is a world leader in developing quantitative and technological techniques to solve complex business problems. The Quantitative Strategist role involves developing pricing models and analytical tools for mortgage backed securities and derivatives, as well as analyzing data to support trading desk activities and risk management.
BankingFinanceFinancial ServicesVenture Capital
Responsibilities
Development of pricing models related to mortgage backed securities, loans, and derivatives
Development and calibration of statistical credit and prepayment models for measuring default, prepayment, and severity of mortgage and asset backed securities and loans
Development and support of analytical tools and infrastructure to help trading desk with daily trading activities, valuation, and risk management
Analyze data and develop surveillance reports to monitor collateral and deal performance
Help trading desk analyze trading ideas, hedging strategies, and ROE optimization
Qualification
Required
Academic background in any relevant field - Statistics, Computer Science, Math, Financial Engineering, etc
Meaningful experience coding in an object oriented programming language such as C, C++
Comfortable working with database/statistical software such as R, SQL
Collaborative teamwork skills and ability to communicate to both technical and non-technical audiences verbally and in writing
Preferred
1-3 years of prior front office desk quant experience is preferred
Benefits
Goldman Sachs is committed to providing our people with valuable and competitive benefits and wellness offerings, as it is a core part of providing a strong overall employee experience.
Company
Goldman Sachs
Goldman Sachs is a multinational financial services firm providing securities, investment banking, and management services.
10001+ employees
H1B Sponsorship
Goldman Sachs has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (1954)
2024 (1685)
2023 (2060)
2022 (2326)
2021 (2258)
2020 (1572)
Funding
Current Stage
Public CompanyTotal Funding
$6B2025-04-23Post Ipo Debt· $6B
2012-06-05Post Ipo Equity
1999-05-14IPO
Leadership Team
David M. Solomon
Chair and Chief Executive Officer
John Waldron
President and Chief Operating Officer
Recent News
2026-01-14
Company data provided by crunchbase