Quant jobs / Goldman Sachs

Quantitative Strategist – Commodities Trading

A desk strat role on the commodities trading floor, building automated pricing, hedging and quoting for derivatives. It sits between traders, sales and engineering at the bank.

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.

Extend automated quoting so more client requests get a fast, accurate derivative price
Build or tune hedging algorithms that manage portfolio risk across commodity exposures
Analyse client flow and market data to decide which parts of the desk to automate next
Structure commodity derivative and financing trades with traders and sales
Ship code through the normal development lifecycle alongside the engineering teams

What they ask for

Required

Strong degree in physics, maths, statistics, engineering or computer science
C++, Java or Python
Quantitative finance or tech-sector experience
Derivatives pricing
Self-management under pressure
Clear written and spoken communication

Preferred

Commodities experience at a bank or hedge fund
Work with a derivatives trading desk in any asset class

Education: Excellent academic record in physics, maths, statistics, engineering or computer science
Experience: 5+ years in quantitative finance or at a leading technology company
Languages and tools: C++
Java
Python
Markets: commodities, options

How to prepare

Price vanilla and Asian options on a commodity forward curve in Python
Learn how commodity forward curves, seasonality and convenience yield behave
Build a simple delta-hedging simulator and study its P&L
Read about automated quoting and how a desk decides its skew and spread

What to study

The Energy 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.