Goldman Sachs is seeking a highly skilled quantitative researcher to join GCEM Strats, focusing on Systematic Option Strategies and volatility research in London. You will translate market observations into scalable strategies, validate models, and work closely with Traders to inform pricing and hedging decisions.
The role requires a strong background in statistics, machine learning, and programming, with a track record of independent research and collaboration in a fast‑paced environment.
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For the Systematic Options Quant Strategist position at Goldman Sachs, we are reviewing applications now.
Full responsibilities and requirements are described in the listing above.
Learn more about the Systematic Options Quant Strategist role in the description above.
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