Global Banking & Markets, FICC / Equity Quantitative Researcher Analyst, Associate

Please note division and function examples are representative of opportunities common for this skill-set. The list is not exhaustive, and availability of open roles is determined based on business need. Specific roles will be confirmed through the interview process.

Our quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with bankers, traders and portfolio managers across the firm, their invaluable quantitative perspectives on complex financial and technical challenges power our business decisions.

As a member of our team, you will use your advanced training in mathematics, programming and logical thinking to construct quantitative models that drive our success in global financial markets. Your talents for research, analysis and aptitude for innovation will define your contributions and enable you to find solutions to a broad range of problems, in a dynamic, fast-paced environment.

Whatever your background, you will bring a fresh perspective and unique skillset to our business. In return, you will be trained by our experts across the firm to navigate the complexities of the financial markets and state-of-the-art methods in quantitative finance.

An ordinary day is anything but. You may work on alpha generating strategies; discuss portfolio allocation problems; and build models for prediction, pricing, trading automation, data analysis and more. Whichever your area of contribution, your ideas will have measurable effect on our business and for our clients.

• Take a leading role on our Quantitative Trading & Market Making desk, building market making and quoting strategies across equities products from cash to derivatives.
• Use advanced statistical analysis and quantitative techniques such as neural networks to build models that drive systematic strategies which make trading and risk management decisions in real time.
• Implement frameworks to manage risk centrally and build optimal portfolios across asset classes using factor models and other techniques
• Build model calibration frameworks for our advanced statistical and AI models, operating at scale with large quantities of time series data
• Drive our market making strategy development using a range of technologies, and collaborate closely with Quant Developers and core engineering teams

• Excellent academic record in a relevant quantitative field such as physics, mathematics, statistics, engineering or computer science.
• Strong programming skills in an object oriented or functional paradigm such as C++, Java or Python.
• Self-starter with strong self-management skills, ability to manage multiple priorities and deliver in a high-pressure environment.
• Excellent written and verbal communication skills.

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

We\'re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more:

The Goldman Sachs Group, Inc., 2026. All rights reserved. Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law.