Quant jobs / Goldman Sachs

Quantitative Researcher – Systematic Option Strategies (FX and Emerging Markets)

A research role on the global currency and emerging markets strats team, focused on systematic options and volatility. You research and deploy market-making, signal and hedging ideas with the trading desk.

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 forecasting models for implied volatility, skew and term structure
Design systematic vega hedging rules that account for costs and liquidity
Test option market-making signals with realistic assumptions
Review how deployed research is performing and refine it
Add to the shared research tools and data standards

What they ask for

Required

Options, Greeks and volatility surfaces
Statistics and time series
Machine learning and optimisation
Predictive model development and validation
Backtesting frameworks and large market data
Python, Java or similar
Independent research ownership

Preferred

Cross-asset options experience

Education: Master's or PhD in statistics, maths, physics, computer science, engineering, operations research, econometrics or quantitative finance
Experience: Typically 4 to 8 years of applied quantitative research in systematic options, macro or related areas
Languages and tools: Python
Java
Markets: fx, options, multi-asset

How to prepare

Fit and interpolate an FX volatility surface from market quotes
Backtest a delta-hedged option carry strategy including costs
Study vega hedging with a basket of options and its basis risk
Learn a rigorous backtest checklist: bias controls, regime splits, sensitivity

What to study

The Volatility 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.