Liquidity Quant Engineer & Strat — Build Scalable Risk Models

Goldman Sachs Group, Inc.; City Of London; On-site; GBP 120,000 - 180,000; Full time

Job summary

Goldman Sachs in London is seeking a Core Engineering- Liquidity Quantitative Engineer / Strat at Associate level to design and implement risk models, risk sensitivity analyses, and scalable infrastructure.

You will work across risk, finance, and treasury domains, collaborating with 2,000+ engineers, strats, and global teams, applying advanced math, statistics, and programming in C/C++, Java, and Python.

Qualifications

• Post graduate or bachelor’s degree in Mathematics, Physics, Electrical Engineering or related technical discipline.
• 3+ years in software development with data structures, algorithms, and core concepts.
• Strong analytical skills using math, statistics and programming.

Responsibilities

• Develop risk models and sensitivity analyses using advanced methods.
• Analyze risk trends and drivers in detail.
• Update and maintain risk models as business and risk evolve.
• Build and maintain large-scale risk infrastructures with strong programming.
• Design highly scalable, efficient systems.
• Communicate model results and insights clearly to stakeholders.

Skills

C/C++

Java

Python

Quantitative modeling

Communication

Education

Math/Physics/Engineering degree

Job description

Goldman Sachs in London is seeking a Core Engineering- Liquidity Quantitative Engineer / Strat at Associate level to design and implement risk models, risk sensitivity analyses, and scalable infrastructure.

You will work across risk, finance, and treasury domains, collaborating with 2,000+ engineers, strats, and global teams, applying advanced math, statistics, and programming in C/C++, Java, and Python.