Quant jobs / Goldman Sachs

Strat Researcher – Multi-Asset Solutions (Strategic and Quantitative Research)

A research role in the multi-asset investing group of asset management, building asset allocation and portfolio construction models for institutional clients. The focus is on quantitative methods for allocation and tail-risk hedging.

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.

Develop quantitative methods for asset allocation and portfolio construction
Build tail-risk management and hedging approaches
Work on capital market assumptions and macro scenario analysis
Write robust code that turns research ideas into scalable tools
Present trade-offs to portfolio managers and risk teams

What they ask for

Required

Master's or PhD in a quantitative discipline
Quantitative finance, allocation or risk modelling experience
Strong maths
Programming ability
Communication

Education: Master's or PhD in a quantitative discipline
Experience: 4+ years in quantitative finance, investment research, allocation, portfolio construction, risk modelling or systematic investing
Markets: multi-asset, equities, fixed-income, credit, fx

How to prepare

Build a strategic asset allocation model with views and constraints
Study tail-risk hedging with options and compare costs
Learn how capital market assumptions are estimated and stress-tested
Practise explaining portfolio trade-offs to a non-quant audience

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.