Quantitative Rates Trading Strat – VP
A senior strats role on a rates desk, automating pricing, hedging and risk for interest rate derivatives and government bonds. You work alongside traders and sales, and also lead strategic projects and mentor juniors.
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.
- Analyse client flow and market data to shape the desk's automation platform
- Build automated pricing for rates derivatives and cash bonds
- Design automated hedging and central risk frameworks
- Support curve modelling and trading systems
- Mentor junior strats and guide the development lifecycle
What they ask for
Required
- Strong academic record in physics, maths, statistics, engineering or computer science
- C++, Java or Python
- 5–10 years in quantitative finance or tech
- Project ownership
- Communicating with senior stakeholders
Preferred
- Rates experience at a bank or hedge fund (government bonds, swaps, options, inflation)
- Work with a fixed income or derivatives desk
- Education
- Excellent academic record in a highly quantitative field
- Experience
- 5–10 years in quantitative finance or at a leading technology firm
- Languages and tools
- Markets
- fixed-income
How to prepare
- Build a yield curve bootstrapper and price swaps and swaptions in Python
- Implement an automated delta hedging routine across a curve of rate instruments
- Study how rates desks quote and how risk is aggregated
- Learn inflation and structured note basics
What to study
- Fixed Income and Interest-Rate Models
- Derivatives Pricing and Computational Finance
- Python for Quantitative Finance
- Modern C++ for Quantitative Finance
- Advanced Derivatives and Exotic Options
The Rates 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.