GBM Public - FICC Systematic Quantitative Trader/Researcher, Vice President, New York

FICC Systematic Quantitative Trader/Researcher, Vice President, New York
We are a team of Systematic Traders transforming the Fixed Income, Currencies, and Commodities (FICC) business through quantitative trading. Our team has a wide remit to trade against the central risk book (CRB) across Interest Rates (IR), Foreign Exchange (FX), and Commodities, with trade horizons spanning hours to months. Our data-driven alpha generation draws on a broad range of mathematical techniques, including advanced machine learning and generative AI models. We are seeking a senior Vice President to join the desk as a core contributor and a leader in the next phase of our growth: someone who has built and deployed systematic strategies at scale, owns outcomes end to end, and will help shape the direction of our research and trading platform.
Role Responsibilities:
Serve as a senior leader on our Quantitative Trading desk, with end-to-end ownership of systematic strategies, from alpha research and backtesting through deployment, live trading, and ongoing PnL accountability.
Define and drive the research agenda for systematic alpha generation across Rates, FX, and Commodities, identifying new sources of edge and setting priorities for the team.
Leverage our extensive public and private cross-asset data sets to originate differentiated, scalable alpha opportunities across a range of horizons.
Apply advanced statistical and machine learning techniques, including neural networks and factor models, to build models that power systematic strategies and inform real-time trading and risk management decisions.
Own portfolio construction, risk allocation, and capital deployment for your strategies, and oversee automated execution and transaction cost management to maximize risk-adjusted returns.
Shape the strategic development of our research infrastructure, modeling frameworks, and signal analytics platform in partnership with engineering and technology teams.
Mentor and develop junior researchers and traders, setting a high bar for research rigor, risk discipline, and best practices.
Partner with senior desk leadership, sales, and risk to align systematic strategies with the broader FICC franchise and the central risk book.
Qualifications:
8+ years of systematic quantitative research and/or portfolio management experience at a leading hedge fund, multi-strategy platform, prop trading firm, or systematic asset manager.
Demonstrated track record of independently originating, deploying, and scaling profitable systematic strategies, with clear attribution of PnL and risk-adjusted performance (e.g., Sharpe ratio, capacity, drawdown management).
Deep expertise in the end-to-end systematic investment process, including signal research, portfolio construction, optimization, execution, and risk modeling.
Experience trading or researching Rates, FX, and/or Commodities strongly preferred; ability to apply a systematic framework across asset classes and horizons.
Advanced degree (PhD preferred) in a quantitative field such as physics, mathematics, statistics, engineering, or computer science.
Strong programming skills in Python (research and signal generation) and/or Java (execution systems), with a rigorous, production-minded approach to research.
Proven ability to lead and influence, including mentoring junior talent and partnering with senior stakeholders across trading, technology, and risk.
Exceptional written and verbal communication skills, with the ability to articulate complex quantitative concepts and investment rationale to both technical and non-technical audiences.
ABOUT GOLDMAN SACHS
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.
We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.
We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html
Salary Range
The expected base salary for this New York, NY, United States-based position is $155000-$300000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.
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. A summary of these offerings, which are generally available to active, non-temporary, full-time and part-time US employees who work at least 20 hours per week, can be found here.

Skills
Python, Java, HTML/CSS, Machine Learning, Generative AI, Risk Management, Investment Banking