Quant jobs / Goldman Sachs

Equities Synthetics Basket Strats

A strats role in the Synthetic Products Group, supporting the custom equity basket business with quantitative tools. You help automate quoting, pricing, hedging and risk for baskets, working next to traders and sales.

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 analytical tools for the custom basket business
Develop pricing and quoting infrastructure
Automate risk management for equity and FX exposures
Find places where tooling can speed up sales and trading
Work daily with traders on accurate risk

What they ask for

Required

STEM background
C++, Python or Java
Object-oriented design
Fast, accurate delivery
Communication

Preferred

Financial markets and modelling knowledge
Probability

Education: Strong academic background in computer science, engineering, physics or maths
Experience: Associate/VP level; years not stated
Languages and tools: C++
Python
Java
Markets: equities, fx

How to prepare

Price an equity basket with correlation and dividends in Python
Build a delta and FX hedging calculator for a multi-currency basket
Practise object-oriented design for a small pricing library
Learn equity swap and synthetic product basics

What to study

The Derivatives Pricing Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

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.