Corporate Treasury - Quantitative Strategist - Associate - London London · United Kingdom · Ass[...]

Goldman Sachs Bank AG; London; On-site; GBP 60,000 - 90,000; Full time

Job summary

A leading global investment bank is seeking a Quantitative Strategist Associate in London. This role involves building quantitative models and collaborating with various teams to solve complex financial challenges. Candidates should possess strong analytical skills and a relevant degree, with experience in programming languages like Python, C++, or Java. The position offers a dynamic environment and opportunities for professional growth.

Benefits

Healthcare & Medical Insurance

Competitive Vacation Policies

Financial Wellness & Retirement

Health Services

Fitness Programs

Child Care & Family Care

Qualifications

• Bachelor’s degree minimum, Masters or PhD preferred.
• Strong analytical and communication skills.

Responsibilities

• Build, enhance and analyze mathematical models for liquidity and risk metrics.
• Design and build models for quantitative analytics on historical metrics data.
• Collaborate with non-engineers to explain model behavior.

Skills

Analytical Skills

Communication Skills

Education

Bachelor’s Degree

Master’s or PhD

Tools

Python

C++

Java

Job description

Corporate Treasury - Quantitative Strategist - Associate

Location: London, Greater London, England, United Kingdom

Opportunity Overview: Our quantitative strategists are at the forefront of our business, solving real-world problems through analytical methods. Collaborating closely with bankers, traders, and portfolio managers, they provide invaluable quantitative insights into complex financial and technical challenges, driving our business decisions.

Using advanced mathematics, programming, and logical thinking, you will construct models that influence our success in global markets. Your research, analysis, and innovative skills will enable you to find solutions across a broad range of problems in a dynamic environment. We welcome diverse backgrounds, offering training across the firm to navigate financial markets and quantitative finance techniques.

An ordinary day may involve working on alpha strategies, portfolio allocation discussions, or building models for prediction, pricing, and automation. Your ideas will have a measurable impact on our business and clients.

Job Duties:

1. Build, enhance, and analyze mathematical models for liquidity and risk metrics.
2. Design models to attribute spot metrics and project future requirements, producing quantitative analytics on historical data.
3. Create tools for scenario analysis on liquidity metrics.
4. Document models and validate them according to firm policies.
5. Collaborate with non-engineers to explain model behavior.

Qualifications:

• Bachelor’s degree minimum; Master’s or PhD preferred.
• Strong analytical skills for complex analyses.
• Excellent communication skills.

Relevant Prior Experience:

• Developing mathematical models in Python, C++, or Java.
• Financial pricing models across asset classes.
• Maintaining production code and processes.
• Preparing validation documents for models.
• Using optimization and statistical techniques.

At Goldman Sachs, we are committed to diversity, inclusion, and professional growth. We offer comprehensive benefits, wellness programs, and a supportive environment to help you excel and grow your career.