Credit Desk Strategist – VP
A desk strategist role embedded with the credit trading desks (investment grade, high yield, munis, distressed and systematic market making). You build the pricing, risk and quoting tools the traders use every day.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Build and refine pricing and risk models for corporate bonds and credit derivatives
- Develop real-time quoting and risk systems for credit products
- Backtest and deploy algorithmic signals for systematic market making
- Build prediction models for quoting and liquidity in credit markets
- Work with traders and sales on structured credit deals during volatile markets
What they ask for
Required
- Master's or PhD in a quantitative field
- Object-oriented programming experience
- Strong problem solving
- Clear written and spoken communication
- Prior financial industry experience at VP level
- Ability to deliver accurate work quickly
- Education
- Master's or PhD in applied mathematics, physics, engineering or computer science
- Experience
- Relevant financial industry experience expected at VP level
- Markets
- credit, fixed-income
How to prepare
- Learn bond pricing, yield curves and credit spreads, then price a CDS from a hazard-rate model
- Build a small backtest of a bond or credit-ETF quoting signal and check it for look-ahead bias
- Practise object-oriented design by writing a pricing library with unit tests
- Study how liquidity and bid-offer spreads behave in corporate bond markets
What to study
- Fixed Income and Interest-Rate Models
- Derivatives Pricing and Computational Finance
- Market Microstructure and Execution
- Quantitative Research, Data and Backtesting
- Python for Quantitative Finance
The Derivatives Pricing Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Goldman Sachs’s site before applying: requirements, location and pay can change after we check them.
View the posting on Goldman Sachs’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Goldman Sachs and doesn’t handle applications.