Liquidity Quant Engineer / Strat VP – Scalable Risk Models

Goldman Sachs; Greater London; Hybrid; GBP 180,000 - 260,000; Full time

Job summary

Goldman Sachs’ Core Engineering team in London seeks a Vice President to design and implement quantitative risk models, scalable infrastructures, and data platforms. You will work across the Risk, Reporting, and Compliance domains, applying machine learning and advanced math to liquidity and risk analysis.

The role requires a postgraduate or equivalent technical degree, 6+ years of software development, and strong programming in C/C++, Java, Python.

Qualifications

• Post graduate degree /Bachelor’s degree in Mathematics, Physics, Electrical Engineering or related technical discipline
• 6+ years experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts
• Strong analytical and problem solving skills using math, statistics, and programming
• Demonstrated ability to learn technologies and apply
• Excellent communication skills including experience speaking to technical and business audiences and working globally
• Strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python)
• Experience in designing highly scalable, efficient systems

Responsibilities

• Developing risk models and risk sensitivity analysis that use advanced mathematical/statistical/engineering approaches such as optimization, machine learning, regressions, visualization
• Performing detailed analysis on risk trends and drivers
• Updating and maintaining risk models along with business growth and risk environment changes
• Developing and maintaining large scale risk infrastructures/systems using strong programming experience in at least one compiled or scripting language
• Experience in designing highly scalable, efficient systems
• Effectively communicating results and outputs from the model and insights from analysis

Skills

Analytical skills

Communication skills

Global collaboration

Modeling / quantitative methods

Education

Postgraduate degree in Mathematics or Physics or Electrical Engineering

Bachelor's degree in Mathematics or Physics or Electrical Engineering

Tools

C

C++

Java

Python

Scala

Job description

Goldman Sachs’ Core Engineering team in London seeks a Vice President to design and implement quantitative risk models, scalable infrastructures, and data platforms. You will work across the Risk, Reporting, and Compliance domains, applying machine learning and advanced math to liquidity and risk analysis.

The role requires a postgraduate or equivalent technical degree, 6+ years of software development, and strong programming in C/C++, Java, Python.