Quantitative Engineer – Treasury Risk & Modeling

WeAreTechWomen; Greater London; On-site; GBP 75,000 - 110,000; Full time

Job summary

Goldman Sachs is seeking a highly quantitative professional to design and implement risk models within Corporate Treasury in London. The role focuses on interest rate risk frameworks, model development, and stakeholder collaboration.

Candidates should have strong programming skills (C++, Java, Python) and advanced degrees in a quantitative field, with a focus on independent and team-based work in a fast-paced environment.

Qualifications

• Excellent academic background in a quantitative field such as mathematics, physics, statistics, engineering, or computer science, with a preference for Masters and PhDs.
• Strong programming skills in an object oriented or functional paradigm such as C++, Java or Python.
• Excellent written, verbal, and team-oriented communication skills.
• Experience in quantitative finance role, building risk system and use of AI-based tools in development is a plus.
• A self-starter, should have ability to work independently as well as thrive in a team environment.

Responsibilities

• Design, implement, and maintain quantitative models, tools, and interest rate risk frameworks aligned to IRRBB best practices.
• Build robust analytics for sensitivity, stress, and scenarios analysis across portfolios and entities.
• Produce and enhance methodologies for interest rate risk metrics, partner closely with stakeholders across teams.
• Develop and uplift models to reflect evolving business needs, maintain model documentation and implementation, support regulatory inquiries and second-line validation.
• Deliver clear presentations, reports, and explain related to projects for discussion with managers and team.

Skills

Quantitative analysis

Programming (C++, Java, Python)

Excellent communication

Teamwork

Self-starter

Education

Masters/PhD in quantitative field

Tools

AI-based development tools

Risk systems

Job description

Goldman Sachs is seeking a highly quantitative professional to design and implement risk models within Corporate Treasury in London. The role focuses on interest rate risk frameworks, model development, and stakeholder collaboration.

Candidates should have strong programming skills (C++, Java, Python) and advanced degrees in a quantitative field, with a focus on independent and team-based work in a fast-paced environment.