Quant jobs / Goldman Sachs

SPG Risk Management Strats

A strats role in the Synthetic Products Group, covering equity financing and one-delta trading. You build risk and pricing tools and stress scenarios for the desk.

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 risk management for equity, FX, funding spread and rates exposures
Extend pricing and risk metrics to new underlyings and payoffs
Build scenario and stress frameworks with traders
Create metrics that quantify tail risk on desk positions

What they ask for

Required

STEM academic background
Java, C++ or Python
Quantitative and technical problem solving
Detail and big-picture focus
Communication

Preferred

Financial markets and modelling knowledge
Probability

Education: Strong academic background in computer science, engineering, physics or maths
Experience: Associate/VP level; years not stated
Languages and tools: Java
C++
Python
Markets: equities, fx, fixed-income, multi-asset

How to prepare

Build a stress testing tool for an equity swap book with spot, vol and funding shocks
Compute tail risk metrics such as expected shortfall and compare them
Learn equity financing and one-delta product mechanics
Write tested pricing and risk code in Python or C++

What to study

The Risk 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.