Quant jobs / Goldman Sachs

Structured Credit Strat

A strat role in the structured funding derivatives business, which offers total return swaps, repos and similar financing to clients. You model and price these trades and the risks 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.

Improve the pricing models used for structured funding trades
Explain profit and loss drivers on live transactions
Analyse new deals before they are executed
Bring new datasets into the models
Build automated flows from data collection to action

What they ask for

Required

Degree in maths, physics, engineering or computer science
Strong maths
Object-oriented programming in C++, Java or Python
Stochastic calculus and derivatives pricing, or a machine learning background
Communication

Preferred

Credit markets and products
Interest rates, FX or risk management

Education: Excellent academic record in maths, physics, engineering or computer science
Experience: Not stated; suits early-career strats
Languages and tools: C++
Java
Python
Markets: credit, fixed-income, equities, multi-asset

How to prepare

Price a total return swap on a bond with funding and financing legs
Learn how repos and collateral work and their pricing impact
Implement a basic stochastic calculus pricing model with Monte Carlo
Read about credit spreads, ABS and loan financing

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.