Top Tech Jobs & Startup Jobs in NYC, NY

The job description provides no responsibilities or qualification details. The role is titled GBM Public Credit Desk Strategist at the Vice President level and offers a $150,000–$300,000 annual base salary plus potential discretionary bonus.

Assess the creditworthiness and financial strength of hedge funds, mutual funds, private equity funds, and other counterparties. Conduct counterparty reviews, recommend internal ratings, set risk limits, and evaluate derivatives and funding transactions using quantitative models and stress tests. Partner with trading and sales teams across OTC derivatives, prime brokerage, and repo businesses to manage credit exposure and support risk decisions.

Design and deploy quantitative market-making and systematic trading models across FICC products using statistical methods and advanced machine learning. Build calibration frameworks, risk management and portfolio optimization tools, work with large time-series data, and collaborate with traders, quant developers, and engineering to integrate pricing, trading, and risk systems.

Conduct risk-based internal audits of corporate treasury, liquidity, and funding risk controls. Responsibilities include planning and scoping audits, performing walkthroughs and control testing, assessing risk and remediation plans, reporting findings to management, monitoring control effectiveness, and developing annual audit coverage plans. The role partners with senior stakeholders across jurisdictions and evaluates governance, regulatory compliance, and financial control environments.

Conducts risk-focused internal audits of credit risk management, lending, counterparty credit risk, controls, and regulatory compliance. Responsibilities include assessing credit lifecycle processes, monitoring emerging risks, engaging stakeholders, identifying control deficiencies, evaluating credit risk measurement and governance, and reporting issues to senior management. The role requires knowledge of capital adequacy, Basel requirements, stress testing, risk reporting, financial modeling, and credit risk products.

Lead vision, execution, and cross-functional delivery of an autonomous AI and quantitative trading platform. Define modular architectures, SDKs, APIs, plugin standards, data and MLOps infrastructure, and integrations with trading desks. Establish program roadmaps, milestones, adoption metrics, governance controls, human-in-the-loop workflows, dashboards, auditability, and regulatory checkpoints. Coordinate engineering, quantitative research, data, infrastructure, technology, and risk teams while enabling scalable strategy exploration, simulation, and automated trading workflows.

Advises business, operations, and technology teams on US, UK, and EU government sanctions compliance. Investigates sanctions matters, assesses controls and business activity, supports regulatory and internal audits, prepares reports and disclosures, manages governance obligations, delivers employee training, and provides subject matter expertise on sanctions risks. Requires at least six years of sanctions advisory experience, strong regulatory analysis, communication, investigative, organizational, and stakeholder-management skills.

Associate in Goldman Sachs’ Equity Capital Markets group, responsible for originating and executing equity financings, developing client and transaction materials, analyzing comparable companies and investor ownership, coordinating internal and external stakeholders, reviewing junior team work, and managing transaction processes. The role focuses on TMT, corporate, financial sponsor, and venture capital clients and requires strong communication, analytical, judgment, and relationship-management skills.

Manage and trade the firms MBS portfolio, identifying relative value opportunities across mortgage products and macro markets. Perform cash-flow and scenario analyses to enhance NII, execute and book trades, manage portfolio risk, and contribute to macro trade ideas using market and economic data.

Conduct original research in deep learning, Transformers, time-series foundation models, and quantitative finance. Develop and evaluate predictive models using large-scale financial datasets, partnering with quantitative researchers, traders, and engineers on forecasting, alpha generation, liquidity, execution, and portfolio applications. Lead end-to-end research, create reproducible research assets, mentor junior staff, communicate findings to stakeholders, and follow model-risk, data-governance, privacy, ethics, and responsible-AI standards.