Quant jobs / Goldman Sachs

Systematic Credit Quantitative Researcher – VP

A research and platform role in the Systematic Credit market-making team, which trades corporate bonds, credit derivatives and bond ETFs. You drive alpha research and the data and backtesting infrastructure behind it.

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
Build a clean research data framework from noisy credit feeds such as TRACE and dealer runs
Build a self-service backtesting platform with point-in-time simulation
Work with developers on backtest engines and analytics libraries
Lead architecture choices and mentor junior researchers

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 credit strategy research
Building shared backtesting frameworks
KDB+/q and tick-level data

Education: Master's or PhD in a highly quantitative STEM discipline
Experience: 6+ years developing systematic strategies or advanced quant models, ideally in fixed income or credit
Languages and tools: Python
C++
Java
SQL
KDB+/q
ClickHouse
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

The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

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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.