Systematic Options Quant, FX & Volatility

Goldman Sachs is seeking a Quantitative Researcher in New York to join the GCEM Strats team focused on Systematic Option Strategies and market-making across global macro assets. You will collaborate with Traders to research, test and implement systematic solutions for pricing, hedging and risk management. You will develop forecasting models, signals and hedging strategies, with emphasis on FX options, volatility research and cross-asset relationships.