Senior Risk Quant Engineer, Market Risk Strats (VP)

Goldman Sachs Bank AG; City Of London; On-site; GBP 100,000 - 125,000; Full time

Job summary

A leading global investment bank is seeking a Risk Engineer to join its Market Risk Strats team in London. The successful candidate will develop quantitative metrics for the Banking Book and Corporate Treasury, lead a team of quants, and assess market risks associated with interest rates. This high-visibility role requires strong technical skills, analytical problem-solving, and the ability to communicate complex results effectively. Competitive benefits packages are offered, ensuring professional growth and development.

Benefits

Healthcare & Medical Insurance

Generous vacation policy

Child Care & Family Care

Qualifications

• Experience in quant or strat role ideally within Corporate Treasury or Asset Liability Management.
• Strong analytical skills to solve business problems with quantitative methods.
• Ability to work with data structures, algorithms and core programming concepts.

Responsibilities

• Develop quantitative metrics across Banking Book and Corporate Treasury portfolios.
• Lead a small team of quants to develop models for risk management.
• Identify and assess key market risks related to interest rates and funding.

Skills

Quantitative analysis

Risk management

Interest rate modelling

Problem solving

Communication skills

Education

Bachelors’ or Master’s degree in Computer Science or related field

Tools

Software development

Job description

A leading global investment bank is seeking a Risk Engineer to join its Market Risk Strats team in London. The successful candidate will develop quantitative metrics for the Banking Book and Corporate Treasury, lead a team of quants, and assess market risks associated with interest rates. This high-visibility role requires strong technical skills, analytical problem-solving, and the ability to communicate complex results effectively. Competitive benefits packages are offered, ensuring professional growth and development.