Quant jobs / Goldman Sachs

Quantitative Strategist – Fundamental Equities (Asset Management)

A strat role in asset management supporting fundamental equity investors. You build signals, portfolio construction and optimisation tools and the production systems behind them.

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 quantitative signals using statistical or econometric methods
Improve how portfolios are constructed and optimised
Write models that track longer-term portfolio performance
Turn research prototypes into production systems
Prioritise requests from portfolio managers and engineers

What they ask for

Required

Degree in a quantitative subject
Probability and statistics
Time series and regression
Optimisation
Machine learning
Algorithms and data structures
Python, C, C++ or Slang

Education: Bachelor's or Master's in a quantitative discipline
Experience: Quantitative analytics or financial modelling experience; years not stated
Languages and tools: Python
C
C++
Slang
Markets: equities

How to prepare

Build a factor-based stock selection model and backtest it
Practise mean-variance and constrained portfolio optimisation
Work through time-series forecasting and regression diagnostics
Read about how fundamental and quantitative views are combined

What to study

The Portfolio and Factor 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.