Quantitative ALM Engineer - Analyst/Associate

Goldman Sachs Group, Inc.; Greater London; Hybrid; GBP 90,000 - 130,000; Full time

Job summary

Goldman Sachs is seeking a Quantitative Engineer to design and implement advanced ALM models for liquidity and balance sheet management in London. The role emphasizes developing robust forecasting, stress testing, and regulatory-aligned validation within a global, collaborative team.

The ideal candidate holds a Masters or PhD in a quantitative field, is proficient in Python, C++, or Java, and has experience in quantitative finance.

Qualifications

• Advanced degree in a quantitative field (Masters/PhD preferred).
• Proficiency in Python, C++, or Java.
• Experience in quantitative finance with ALM, funding modelling or balance sheet management.
• Solid understanding of fixed income instruments and interest rate derivatives.
• Strong analytical, communication and teamwork skills.

Responsibilities

• Design, implement, and maintain quantitative models for Asset Liability Management (ALM) including NIM forecasting and EaR.
• Develop stress and scenario analysis frameworks across portfolios, products, and entities.
• Build and enhance behavioural models for deposits and other channels under varying rate environments.
• Establish backtesting and model monitoring to ensure accuracy and detect drift.
• Update models to reflect evolving business needs and support regulatory validation.
• Present results and balance sheet insights to senior management and stakeholders.

Skills

Python

C++

Java

Education

Masters or PhD in quantitative field

Job description

Goldman Sachs is seeking a Quantitative Engineer to design and implement advanced ALM models for liquidity and balance sheet management in London. The role emphasizes developing robust forecasting, stress testing, and regulatory-aligned validation within a global, collaborative team.

The ideal candidate holds a Masters or PhD in a quantitative field, is proficient in Python, C++, or Java, and has experience in quantitative finance.