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HomeCompaniesHdpc Fa Us2 Oraclecloud Com CX 3002Asset & Wealth Management, Trading & Market Strategies – Execution Quantitative Researcher, Vice President - New York

Asset & Wealth Management, Trading & Market Strategies – Execution Quantitative Researcher, Vice President - New York

Hdpc Fa Us2 Oraclecloud Com CX 3002 · New York, NY, United States · Active · $125,000–$250,000 / year · Oracle Recruiting Cloud / Fusion HCM

Job facts

FieldValue
CompanyHdpc Fa Us2 Oraclecloud Com CX 3002
TitleAsset & Wealth Management, Trading & Market Strategies – Execution Quantitative Researcher, Vice President - New York
Normalized title-
Department / teamVice President
LocationNew York, NY, United States
Work model-
Employment type-
Salary$125,000–$250,000 / year
Statusactive
ATS providerOracle Recruiting Cloud / Fusion HCM
Posted / first seen2026-06-11 / 2026-06-12
Changed / last seen2026-06-23 / 2026-06-23

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PageWhat it containsOpen
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Company breakdownsRole, location, ATS, and work model facets for this company.Open
ATS provider jobsActive postings observed through Oracle Recruiting Cloud / Fusion HCM.Open
Provider filtered searchThe same provider as a filtered job collection.Open
City jobsActive postings in New York.Open
Department jobsActive postings in Vice President.Open
Lifecycle eventsOpen, update, close, and reopen events for this posting.Open
Original postingCanonical source or apply URL captured from the ATS.Open

Linked records

CompanyHdpc Fa Us2 Oraclecloud Com CX 3002
Source6c2fc4b4-b977-4fca-ad16-3207bde507b7
ATS providerOracle Recruiting Cloud / Fusion HCM

Description

Description Asset & Wealth Management A career with Goldman Sachs Asset & Wealth Management is an opportunity to help clients across the globe realize their potential, while you discover your own. As part of one of the world's leading asset managers with over $3 trillion in assets under supervision, you can expect to participate in exciting investment opportunities while collaborating with talented colleagues from all asset classes and regions. Working in a culture that values integrity and transparency, you will join a diverse team that is passionate about our craft, our clients, and building sustainable success. Bringing together traditional and alternative investments, Goldman Sachs Asset & Wealth Management provides clients around the world with dedicated partnership and a focus on long-term performance. As a primary investment area within Goldman Sachs, we provide investment and advisory services for pension plans, sovereign wealth funds, insurance companies, endowments, foundations, financial advisors and individuals. Central Trading and Market Strategies The Central Trading and Market Strategies desk is a high-impact team responsible for the trading of Equities, ETF, Futures, and Options portfolios globally for the Quantitative Investment Strategies (QIS) and Fundamental Equities investment funds. We sit at the intersection of technology and investment management, leveraging data-driven insights to optimize trade execution performance. Given the scale and high volume of our global trading activity, execution quality and market impact are critical to fund performance and to how the funds operate overall . We are seeking a trading quant to join our systematic trading research team. This role focuses on the rigorous analysis of trading performance, supporting our systematic trading processes, and providing research and execution insights to support alpha retention and execution optimization. Key Responsibilities: Conduct empirical research on trading performance and execution strategies to optimize the performance of various funds and mandates across Equities, Futures, and Options. Enhance and support analytical databases and libraries for Transaction Cost Analysis (TCA). Perform deep-dive venue analysis to evaluate liquidity quality and routing logic. Develop and maintain broker-side scorecards; design and execute A/B tests for new trading ideas and broker algorithms to drive continuous improvement. Monitor global market structure developments and build tools to automate the production of market structure reports for Portfolio Managers and the trading desk. Help build and maintain quantitative tools and libraries used for pre-trade estimation, post-trade evaluation, and market structure research. Support and monitor trading done via the trading systems. Desired Skills & Experience: Advanced degree (Master's or PhD) in a quantitative field such as Mathematics, Physics, Computer Science, Financial Engineering, or Statistics. 3 to 10 years of experience in a quantitative research or trading role, preferably on the buy-side (Asset Management or Hedge Fund) or within a sell-side algorithmic execution team. Excellent Python programming skills and strong understanding of software design and principles. Experience with KDB+/Q or similar databases and tools for analyzing large data sets such as tick data. Strong familiarity with advanced statistical modeling, machine learning, market dynamics modeling, and optimization techniques. Familiarity with trading and market microstructure of Equities and at least one Futures or Options markets. Good knowledge of various trade execution algorithms (e.g. VWAP/IS/Liquidity Seeking) and Transaction Cost Analysis (TCA). Experience using generative AI and agentic AI tools to automate research workflows, code generation, and analytical tasks. Strong communication skills, with the ability to translate complex quantitative findings into clear, actionable insights for various stakeholders, including Portfolio Managers. Salary Range The expected base salary for this New York, NY, United States-based position is $125000-$250000. 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 .

Full job record

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Org IDbe11fab8-3f8a-45d7-b0b8-f801e8cc9e3b
Source ID6c2fc4b4-b977-4fca-ad16-3207bde507b7
Board ID6c2fc4b4-b977-4fca-ad16-3207bde507b7
Provideroracle_hcm
Provider Job Key172616
TitleAsset & Wealth Management, Trading & Market Strategies – Execution Quantitative Researcher, Vice President - New York
Normalized Title
Statusactive
Activeyes
Location TextNew York, NY, United States
DepartmentVice President
Team
Employment Type
Workplace Type
Remote Policy
CountryUnited States
RegionNY
CityNew York
Salary RawSalary Range The expected base salary for this New York, NY, United States-based position is $125000-$250000. In addition, you may be eligible for a discretionary bonus if you are an active
Salary Min125,000
Salary Max250,000
Salary CurrencyUSD
Salary Periodyear
Source URLhttps://hdpc.fa.us2.oraclecloud.com/hcmUI/CandidateExperience/en/sites/CX_3002/job/172616
Apply URLhttps://hdpc.fa.us2.oraclecloud.com/hcmUI/CandidateExperience/en/sites/CX_3002/job/172616
First Seen At2026-06-12 11:12:33Z
Last Seen At2026-06-23 11:26:32Z
Last Checked At2026-06-23 11:26:32Z
Last Changed At2026-06-23 11:26:32Z
Inactive At
Source Posted At2026-06-11 15:00:36Z
Source Updated At
Raw Payload Uris3://job-postings-prod-raw-590183727216/raw/provider=oracle_hcm/board=hdpc.fa.us2.oraclecloud.com|CX_3002/date=2026-06-23/2026-06-23T11-25-00-838Z-985d951f345fc4a27d0da9c664e54b0419febcf2bce0ac914d247f4e93061f3a.json
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Perform deep-dive venue analysis to evaluate liquidity quality and routing logic.</li>\n <li>Develop and maintain broker-side scorecards; design and execute A/B tests for new trading ideas and broker algorithms to drive continuous improvement.</li>\n <li>Monitor global market structure developments and build tools to automate the production of market structure reports for Portfolio Managers and the trading desk.</li>\n <li>Help build and maintain quantitative tools and libraries used for pre-trade estimation, post-trade evaluation, and market structure research.</li>\n <li>Support and monitor trading done via the trading systems.&nbsp;</li>\n</ul>\n<p><strong><u>Desired Skills &amp; Experience:</u></strong></p>\n<ul>\n <li>Advanced degree (Master's or PhD) in a quantitative field such as Mathematics, Physics, Computer Science, Financial Engineering, or Statistics.</li>\n <li>3 to 10 years of experience in a quantitative research or trading role, preferably on the buy-side (Asset Management or Hedge Fund) or within a sell-side algorithmic execution team.</li>\n <li>Excellent Python programming skills and strong understanding of software design and principles.</li>\n <li>Experience with&nbsp;KDB+/Q&nbsp;or similar databases and tools for analyzing large data sets such as tick data.&nbsp;</li>\n <li>Strong familiarity with advanced statistical modeling, machine learning, market dynamics modeling, and optimization techniques.&nbsp;</li>\n <li>Familiarity with&nbsp;trading and market microstructure of Equities and at least one&nbsp; Futures or&nbsp;Options&nbsp;markets.&nbsp;</li>\n <li>Good knowledge of various trade execution algorithms (e.g. VWAP/IS/Liquidity Seeking) and Transaction Cost Analysis (TCA).</li>\n <li>Experience using generative AI and agentic AI tools to automate research workflows, code generation, and analytical tasks.</li>\n <li>Strong communication skills, with the<strong>&nbsp;</strong>ability to translate complex quantitative findings into clear, actionable insights for various stakeholders, including Portfolio Managers.</li>\n</ul>\n<div>\n <p><strong>Salary Range</strong>&nbsp;<br>\n   The expected base salary for this New York, NY, United States-based position is $125000-$250000. 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