# Quantitative Strategist, Global Banking & Markets, FICC Resource Management

[Goldman Sachs](https://www.jorb.ai/firms/goldman-sachs.md) · New York · United States · [Hedge Fund & Quant](https://www.jorb.ai/jobs/hedge-fund-quant.md)

Goldman Sachs is hiring a Quantitative Strategist, Global Banking & Markets, FICC Resource Management in New York. Posted 2026-02-18; applications close 2026-04-19.

**Apply**: https://hdpc.fa.us2.oraclecloud.com/hcmUI/CandidateExperience/en/sites/CampusHiring/job/162274

Posted 2mo ago.

## Role details

## What We Do

At Goldman Sachs, quantitative strategists are the cutting edge of our businesses, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and sales, strats' invaluable quantitative perspectives on complex financial and technical challenges power our business decisions.

Within the firm's Global Banking & Markets business, our **Resource Management Strats** team is central to decisions made by senior business leaders, deploying actionable strategies to enhance business performance and drive cross-business initiatives in partnership with the leadership team. Our team works across various functions such as capital allocation, liquidity management, fee and expenses optimization, etc.

## Who We Look For

For this position, we are seeking an Analyst- or Associate-level professional. The chosen individual will focus on optimization of scarce resources (Capital and Liquidity) and should demonstrate strong statistical, quantitative modelling, and programming skills as well as excellent communication, presentation, and interpersonal skills. Our current portfolio of projects has a significant impact on the bottom-line of the firm. Yet, simultaneously, the bespoke nature of our team allows flexibility to onboard any new ideas with commercial impact.

## How Will You Fulfill Your Potential

  
- Create innovative models and calculators to help drive our Capital and Liquidity optimization efforts across the firm's Global Banking & Markets business.
  
- Apply numerical optimization techniques to the minimization of the firm’s scarce resources (capital, initial margin, contingent liquidity).
  
- Develop a deep understanding of regulatory capital, methodology, and model implementation.
  
- Stay abreast of industry best practices, regulatory changes, and advancements in quantitative finance and risk modelling.
  
- Interact with business leaders to explain your findings and drive their implementation.

## Basic Qualifications

  
- Strong academic background in quantitative fields such as Computer Science, Applied Mathematics, Physics, Engineering, Statistics, etc.
  
- Strong programming background in structured languages such as C, C++, Python, Java.
  
- Interest in financial markets/products.

## Preferred Qualifications

  
- Commercial focus, Team-oriented, self-motivated.
  
- Excellent written and verbal communication skills.
  
- Experience working on a trading desk.
  
- Exposure to recent regulatory developments (CCAR, Basel III, Balance Sheet, LCR, NSFR).
  
- Intellectual curiosity, follow through.

## Salary Range

The expected base salary for this New York, New York, United States-based position is $150,000-$225,000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.

## Benefits

Goldman Sachs is committed to providing our people with valuable and competitive benefits and wellness offerings, as it is a core part of providing a strong overall employee experience. A summary of these offerings, which are generally available to active, non-temporary, full-time and part-time US employees who work at least 20 hours per week, can be found here.

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Updated: 2026-04-22
Canonical: https://www.jorb.ai/jobs/69952df1df6d53c1efa49c44