Quantitative Portfolio Strategist, Volatility & Derivatives in London

Quantitative Portfolio Strategist, Volatility & Derivatives in London

London Full-Time No working from home possible
Goldman Sachs
Goldman Sachs is seeking a professional for their Quantitative Investment Strategies group within Asset & Wealth Management. The role will focus on systematic volatility investing and contribute to innovative derivatives-based investment strategies.
Qualified candidates should possess a degree in a quantitative discipline and excellent Python programming skills. Responsibilities include portfolio research, managing software repositories, and client interaction regarding volatility-based portfolios.
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Goldman Sachs

Contact Details:

Goldman Sachs Recruitment Team