Quant jobs / Goldman Sachs

FX Market Strats – VP

A front-office strats role in the markets strategy team, combining derivatives structuring with market views. You work closely with sales and traders to generate trade ideas for clients.

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.

Design and price FX derivatives and cross-asset hybrid structures
Write trade ideas and analytics for the client base
Build screening tools to spot market moves and opportunities
Explore how AI tools can use the bank's data to generate ideas
Present product ideas in client meetings

What they ask for

Required

Good derivatives knowledge
Strong coding ability
Quantitative and analytical skills
Client presentation skills
Keen interest in what drives markets
Degree in a quantitative subject

Preferred

Python
C++

Education: Bachelor's or Master's in a quantitative field such as statistics, econometrics, operations research, computer science, financial engineering or physics
Experience: VP level; years not stated, deep FX knowledge not essential
Languages and tools: Python
C++
Markets: fx, options, multi-asset

How to prepare

Learn FX option pricing, smiles, risk reversals and butterflies, and price a barrier option
Build a screen in Python that flags unusual moves in FX vol or carry
Practise turning a macro view into a trade structure with a clear payoff diagram
Write a one-page client note explaining a trade idea and its risks

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.