Quant jobs / Goldman Sachs

Quantitative Strategist – Global Currency and Emerging Markets

A desk strat role on a global cross-asset emerging markets desk, building pricing models and trading tools. It spans rates, FX and credit from simple to exotic products.

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 and extend derivative pricing models used by the desk
Improve the systems that mark, quote and hedge positions
Analyse trade data and build machine learning models from it
Run pricing and hedging analysis for complex client trades
Produce scenario analysis when markets move sharply

What they ask for

Required

Master's or PhD in quantitative finance, maths, statistics, computer science or engineering
Strong coding
Problem solving
Communication
Quick learning

Preferred

Analysing large datasets

Education: Master's or PhD in quantitative finance, maths, statistics, computer science or engineering
Experience: No specific years stated; suits early-career strats
Markets: fx, fixed-income, credit, options, multi-asset

How to prepare

Price an FX option and a simple credit default swap in Python
Learn how rates, FX and credit linked products are quoted in emerging markets
Build a small scenario tool that revalues a book under market shocks
Fit a basic model to trade data and test it out of sample

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.