Company: Candidate Experience Site – Lateral
Location: London
Job Description:
Goldman Sachs in London is seeking a Vice President level Liquidity Quantitative Engineer/Strat to lead development of risk models, analytics, and scalable platforms. You will work within The Core Engineering, delivering quantitative capabilities across risk, liquidity, and reporting functions.
The role requires a strong background in mathematics, quantitative methods, and software engineering, with experience in building robust risk infrastructures and communicating insights to both technical
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Posted: October 9th, 2026