Quant jobs / Goldman Sachs

Solutions Structurer – Systematic Index Strategies (Insurance)

A structuring role on the team that builds index-based strategies for insurance carriers, for products such as fixed indexed annuities and registered index-linked annuities. It mixes quantitative research and option pricing with client-facing work.

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.

Design and test rules-based systematic strategies for insurance products
Backtest and compare strategies across equity and multi-asset universes
Price options and assess whether new index ideas can be hedged and sold
Prepare client materials and market research on insurance and annuity trends
Run performance attribution on live strategies

What they ask for

Required

Quantitative research and backtesting skills
Option pricing knowledge
Data analysis
Performance attribution
Client presentation skills
Interest in insurance and annuity products

Education: Not stated
Experience: Associate level; no specific years stated
Markets: equities, options, multi-asset

How to prepare

Backtest a rules-based volatility-target or momentum index and report drawdowns and turnover
Learn how fixed indexed annuities and RILAs pay out, including caps, participation rates and buffers
Price a capped call-spread payoff and see how the cap moves with volatility and rates
Practise writing a one-page summary of a strategy for a non-quant audience

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

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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.