ALM Quant Engineer – Associate

WeAreTechWomen; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

Goldman Sachs seeks a Senior Quantitative Analyst in Corporate Treasury in London to design and maintain ALM models, develop stress testing frameworks, and support balance sheet management with clear senior-management insights.

You will work with global teams on modelling, data quality, and regulatory inquiries, leveraging Python/C++/Java and econometric techniques. A strong academic background and collaborative mindset are essential.

Qualifications

• Excellent academic background in a quantitative field with preference for Masters/PhDs.
• Strong programming skills in Python, C++, or Java.
• Proven experience in a quantitative finance role with focus on ALM and balance sheet management.
• Solid understanding of fixed income instruments, rate derivatives, and hedge strategies.
• Deep understanding of statistical/econometric modelling and AI-based tooling is a plus.
• Excellent written, verbal, and team-oriented communication skills.
• Self-starter who thrives in a collaborative global team.

Responsibilities

• Design, implement, and maintain ALM models and NIM forecasting tools.
• Develop stress and scenario analysis frameworks across portfolios and legal entities.
• Enhance behavioural models for deposits and other channels under various macro scenarios.
• Establish backtesting, model performance monitoring, and data quality frameworks.
• Maintain model documentation and support regulatory inquiries and second-line validation.
• Deliver clear presentations on balance sheet management to senior managers and stakeholders.

Skills

Python

C++

Java

Quantitative finance

Fixed income

Statistics

Communication

Teamwork

Education

Master's or PhD in quantitative field

Tools

Git

AI-based tools

Job description

Goldman Sachs seeks a Senior Quantitative Analyst in Corporate Treasury in London to design and maintain ALM models, develop stress testing frameworks, and support balance sheet management with clear senior-management insights.

You will work with global teams on modelling, data quality, and regulatory inquiries, leveraging Python/C++/Java and econometric techniques. A strong academic background and collaborative mindset are essential.