Bengaluru or New York City or London or Hong Kong
GBM - Systematic Credit - Quantitative Engineering - VP - Bengaluru
Job details
- Location
- Bengaluru or New York City or London or Hong Kong
- Work type
- Onsite
- Posted
- Aug 13, 2026
- Apply on
- hdpc.fa.us2.oraclecloud.com
About this role
Master's or PhD in a quantitative STEM discipline and 6+ years developing systematic trading strategies or advanced quantitative models. Requires Python, SQL, machine learning, and quantitative finance expertise.
What you'll do at Goldman Sachs:
- generating alpha
- building pipelines
- backtesting strategies
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