Systematic Market Making Strat – Rates Products
A strat role tied to systematic market making in interest rate products, with a general description of strats work across the bank. The posting is light on detail, so the exact desk work is confirmed at interview.
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.
- Analyse trading and market data on rates products
- Build or tune models for pricing and automating quoting
- Support the systematic market making desk with prediction and analysis tools
- Work on bespoke product models where the desk needs them
What they ask for
Required
- 1 to 5 years of work experience
- Bachelor's or Master's in computer science, maths, physics, engineering or quantitative finance
- Data analysis experience
- Communication
Preferred
- Basic fixed income and bond maths
- Model development for bespoke products
- Education
- Bachelor's or Master's in computer science, maths, physics, engineering or computational/quantitative finance
- Experience
- 1 to 5 years of work experience
- Markets
- fixed-income
How to prepare
- Learn bond maths: yield, duration, convexity and curve building
- Analyse rates futures or swap data in Python and look for simple patterns
- Read about market making in rates and how quotes are skewed by inventory
- Practise presenting a short data analysis clearly
What to study
- Fixed Income and Interest-Rate Models
- Python and Data Primer
- Market Microstructure and Execution
- Probability, Statistics and Financial Data
The Rates Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
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.