ALM Quant Engineer — Associate (London)

Goldman Sachs Group; Greater London; Hybrid; GBP 150.000 - 210.000; Vollzeit

Zusammenfassung

Goldman Sachs is seeking a Core Engineering Quantitative Engineer at Associate/VP level in London. You will design and implement ALM models, develop stress testing frameworks, and enhance behavioural deposit models while maintaining rigorous backtesting and governance.

The role emphasizes strong programming skills and the ability to communicate complex quantitative concepts across global teams. The ideal candidate has a solid background in mathematics or a related field, with advanced degrees

Qualifikationen

• Strong programming and quantitative skills, with focus on ALM and liquidity modelling.
• Experience in stress testing, EaR, and NIM forecasting.
• Ability to explain complex models to non-technical stakeholders.

Aufgaben

• Design, implement, and maintain ALM models and tools for NIM and funding cost projections.
• Develop stress and scenario analysis across portfolios and legal entities.
• Enhance behavioural models for deposits and channels under different macro scenarios.
• Establish backtesting, performance monitoring, and data quality frameworks.
• Prepare clear presentations for senior management and governance committees.

Kenntnisse

Python

C++

Java

ALM modeling

Ausbildung

Masters

PhD

Jobbeschreibung

Goldman Sachs is seeking a Core Engineering Quantitative Engineer at Associate/VP level in London. You will design and implement ALM models, develop stress testing frameworks, and enhance behavioural deposit models while maintaining rigorous backtesting and governance.

The role emphasizes strong programming skills and the ability to communicate complex quantitative concepts across global teams. The ideal candidate has a solid background in mathematics or a related field, with advanced degrees