Equity Derivatives Quant Researcher: Volatility & Options

Goldman Lloyds in New York is seeking an Equity Derivatives Quant Researcher to work across systematic options and volatility research in a hybrid research and development role. You will collaborate with researchers and traders, backtest ideas, implement production strategies, and build high-performance Python tools for research, testing, and risk analysis in a fast-paced hedge fund environment. Candidates bring strong quantitative experience in equity derivatives, pricing, hedging, and #J-18808-Ljbffr Goldman Lloyds