full-time
GBM - Systematic Credit - Quantitative Engineering - VP - Bengaluru
Goldman Sachs
- Employer
- Goldman Sachs
- Location
- Bengaluru, Karnataka, India
- Working pattern
- on-site
About the role
The role involves driving the research agenda for systematic credit market-making strategies and building high-performance data pipelines. You will also lead architectural decisions for research platforms and mentor junior researchers while collaborating with global trading desks. Candidates must hold a Master's or PhD in a quantitative STEM discipline and possess at least 6 years of experience in systematic trading or quantitative modeling. Strong proficiency in Python and experience with large-scale financial datasets are essential.