Systematic Credit Quantitative Researcher – Associate
A research role in the Systematic Credit market-making team that trades corporate bonds, credit derivatives and bond ETFs. You build alpha signals plus the data pipelines and backtesting platform 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.
- Research predictive signals for corporate bonds and credit ETFs
- Clean and normalise noisy credit data such as TRACE and dealer runs into a trusted research dataset
- Contribute to a self-service backtesting platform with point-in-time simulation
- Work with developers on backtest engines and analytics libraries
What they ask for
Required
- Probability, statistics and linear algebra
- Time-series analysis
- Bond pricing, credit spreads and duration/convexity
- Python with Pandas, NumPy, SciPy and scikit-learn
- SQL and time-series databases
- Machine learning on financial data
Preferred
- C++ or Java
- Systematic corporate bond or credit derivatives research
- Building shared backtesting frameworks
- KDB+/q and tick-level data
- Education
- Master's or PhD in a highly quantitative STEM discipline
- Experience
- 3+ years in quantitative research, financial engineering or data science
- Languages and tools
- Markets
- credit, fixed-income
How to prepare
- Analyse public TRACE bond trade data to build features such as liquidity and spread changes
- Build a point-in-time backtest that avoids look-ahead and survivorship bias
- Study credit spread dynamics and bond pricing, including duration and convexity
- Practise KDB+/q or ClickHouse queries over large time series
What to study
- Quantitative Research, Data and Backtesting
- Fixed Income and Interest-Rate Models
- Financial Machine Learning
- Statistical Arbitrage
- Quantitative Data Engineering
The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.
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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.