VP Quant: Systematic FX Options & Volatility - London

Goldman Sachs is seeking a Quantitative Researcher for GCEM Strats in London. You will develop and test systematic option strategies, build forecasting models for volatility, and design hedging tools across FX, rates, and other macro assets. Collaboration with Traders and Engineers is essential.

The role emphasizes research ownership, robust data analysis, and clear communication with senior stakeholders in a fast-paced environment.