Rachel Zhang is an associate quantitative strategist at Goldman Sachs in Dallas, specializing in cross-asset solutions across fixed income, currencies, and commodities with eight years of hands-on experience. She holds dual degrees in computer science and statistics from the University of Virginia with a minor in environmental science, bringing a data-driven and interdisciplinary perspective to financial modeling. Her background blends software engineering internships and research roles—from Fannie Mae and Environmental Defense Fund to university research—enabling her to bridge production-grade coding with quantitative research. At Goldman Sachs she progressed from summer analyst to analyst to associate, demonstrating rapid technical growth and domain immersion in markets. Rachel’s unusual combination of environmental science training and quantitative finance experience gives her an edge in thinking about risk and macro drivers beyond pure markets. Based in Dallas, she focuses on building robust, scalable models that translate complex math into actionable trading insights.
8 years of coding experience
1 year of employment as a software developer
W.T. Woodson High School
B.S. Computer Science B.A. Statistics Minor in Environmental Sciences, B.S. Computer Science B.A. Statistics Minor in Environmental Sciences at University of Virginia
Contributions:1 release, 9 PRs, 31 pushes in 1 day
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