Quant jobs / Goldman Sachs

Quantitative Strategist – Equities Synthetic Products Group

A strat role in the synthetic products group, which trades equity financing and one-delta products. You build the pricing models and automate quoting, hedging and risk.

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.

Maintain pricing models for equity swaps, futures and OTC equity derivatives
Add pricing support for new underlyings and payoff types
Automate risk management for equity and FX exposures
Backtest hedging strategies for one-delta products
Work with the trading team on daily risk

What they ask for

Required

Strong STEM degree in computer science, engineering, physics or maths
Quantitative and programming skills in Java, C++ or Python
Interpersonal skills
Detail and big-picture focus
Quick, accurate delivery

Preferred

Financial markets and modelling knowledge
Probability

Education: Strong academic background in computer science, engineering, physics or maths
Experience: Not stated; associate and VP levels
Languages and tools: Java
C++
Python
Markets: equities, futures, fx, options

How to prepare

Price equity total return swaps and understand dividends and financing
Backtest hedging rules for a one-delta book
Learn how borrow, funding and dividends affect synthetic equity prices
Write a small pricing library with unit tests

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.