Quantitative Treasury Engineer - Associate (IRRBB & Risk)

Goldman Sachs; Greater London; On-site; GBP 90,000 - 120,000; Full time

Job summary

Goldman Sachs is seeking a results-driven professional for the Corporate Treasury division in London. The role focuses on designing and implementing quantitative models, tools, and interest rate risk frameworks aligned to IRRBB best practices.

You will build robust analytics for sensitivities, stress tests, and scenarios across portfolios and entities. We expect strong programming skills in C++, Java, or Python, plus a solid quantitative finance background.

Qualifications

• Excellent quantitative background; Masters/PhDs preferred.
• Strong programming in C++, Java or Python.
• Excellent written, verbal, and team-oriented communication.
• Experience in quantitative finance and risk systems is a plus.
• Self-starter capable of independent work and teamwork.

Responsibilities

• Design, implement, and maintain quantitative models, tools, and interest rate risk frameworks aligned to IRRBB best practices.
• Build analytics for sensitivity, stress, and scenarios analysis across portfolios and entities.
• Develop and uplift models, maintain documentation, support regulatory inquiries and second-line validation.
• Deliver presentations and reports for discussion with managers and team.

Skills

Quantitative skills

Programming: C++/Java/Python

Communication skills

Self-starter

Education

Masters/PhDs preferred

Tools

AI-based tools

Job description

Goldman Sachs is seeking a results-driven professional for the Corporate Treasury division in London. The role focuses on designing and implementing quantitative models, tools, and interest rate risk frameworks aligned to IRRBB best practices.

You will build robust analytics for sensitivities, stress tests, and scenarios across portfolios and entities. We expect strong programming skills in C++, Java, or Python, plus a solid quantitative finance background.