full-time
GBM - Systematic Credit - Quantitative Engineering - Associate - Bengaluru
Goldman Sachs
- Employer
- Goldman Sachs
- Location
- Bengaluru, Karnataka, India
- Working pattern
- on-site
About the role
You will drive the research agenda and infrastructure for systematic credit market-making strategies by building predictive models and high-performance data pipelines. Additionally, you will collaborate with global trading desks to transition research into production and mentor junior researchers. Candidates must hold a Master's or PhD in a quantitative STEM discipline and possess at least 3 years of professional experience in quantitative research or financial engineering. Strong proficiency in Python and deep knowledge of statistical modeling and fixed income markets are essential.