Hiring: Asset & Wealth Management, Trading & Market Strategies – Execution Quantitative Researcher, Vice President - New York Company: Goldman Sachs Location: New York, NY Job Posted Time: 2026-09-10 12:05:45 Employment Type: Full-time Target Skills & Keywords : Equities, Machine Learning, Python, Wealth Management About the job Experience: •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. •Strong familiarity with advanced statistical modeling, machine learning, market dynamics modeling, and optimization techniques. •Operational 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). Required Skills: •Asset & Wealth Management •Central Trading and Market Strategies •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. •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. •Architect and deliver and maintain quantitative tools and libraries used for pre-trade estimation, post-trade evaluation, and market structure research. Qualifications: •Advanced degree (Master's or PhD) in a quantitative field such as Mathematics, Physics, Computer Science, Financial Engineering, or Statistics. Compensation: •Competitive benefits and rewards package •In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end Interested candidates, please apply directly through the job posting on company's career page or try via AI auto apply on this platform. Don't miss this opportunity to join a forward-thinking team!