The Core Engineering – Quantitative Engineer – Analyst/Associate – London

Overview

In this role you will design and maintain quantitative models and risk frameworks to optimize liquidity, funding, and capital allocation in Goldman Sachs’ Corporate Treasury. You will collaborate with cross-functional teams to build robust risk analytics, address evolving business needs, and support regulatory inquiries. Your work will influence liquidity risk management and capital efficiency while leveraging advanced analytics to drive financial performance. This is a hands-on, collaborative role at a leading financial institution with a strong emphasis on quantitative excellence and risk awareness.

Pay / Benefits

• culture and benefits program
• training and development opportunities
• wellness programs
• personal finance offerings
• mindfulness programs
• accommodations for candidates with special needs

Responsibilities

• Design, implement, and maintain quantitative models, tools, and IRRBB risk frameworks
• Build analytics for sensitivity, stress, and scenario analyses across portfolios/entities
• Develop methodologies for interest rate risk metrics and partner with stakeholders
• Uplift models to reflect evolving business needs; maintain documentation and support regulatory inquiries
• Deliver presentations and reports to managers and team on project progress

Key requirements

• Quantitative field degree with strong academic background
• Programming skills in C++, Java, or Python
• Excellent written, verbal, and team-oriented communication
• Experience in quantitative finance, risk systems, with AI-based tools a plus
• Self-starter with ability to work independently and in teams

• team-oriented communication
• collaborative
• self-motivated
• C++
• Java
• Python

…