GBM - Systematic Credit - Quantitative Engineering - VP - Bengaluru
BengaluruFull-time6–11 yrsPosted 2 weeks ago
Senior data science role at Goldman Sachs in Bengaluru. Needs 6+ years and a PhD.
About the role
The Systematic Credit Team is a global, multi-disciplinary market-making group that leverages advanced quantitative methods, technology, and deep market insights to trade corporate bonds, credit derivatives, and Fixed Income ETFs. Operating at the intersection of financial engineering, machine learning, and high-performance computing, our team in Bengaluru works in lockstep with global desks in New York, London, and Hong Kong.
What you'll do
- As a Quantitative Researcher at the Associate or Vice President level, you will drive the research agenda and infrastructure for our systematic credit market-making…
- Take ownership of the end-to-end quantitative pipeline—from sourcing and structuring complex credit datasets to engineering predictive features, building alpha models
- For candidates entering at the Vice President (VP) level, you will also be expected to lead key architectural decisions for our research platform
- Alpha Generation & Strategy Development: Conduct rigorous statistical research to identify predictive signals (alphas) across corporate bonds and credit ETFs
- Apply advanced time-series analysis, machine learning, and alternative data processing to model credit spread dynamics
What you need
- Machine learning
- SQL
- Python
- Pandas
- Scikit-learn
- Statistics
Good to have
- C++
- Java
- NumPy
- Capital markets
- Prototyping
- Physics