The Core Engineering- Liquidity Quantitative Engineer / Strat - Associate - London

Goldman Sachs, Inc.; City Of London; On-site; GBP 110,000 - 140,000; Full time

Job summary

Goldman Sachs is seeking candidates with a strong background in mathematics, statistics, and software development to contribute to risk modeling and risk management capabilities. The role emphasizes developing scalable risk infrastructures and communicating insights to both technical and business audiences on a global scale.

Applicants should have 3+ years in software development, proficiency in at least one compiled or scripting language (C/C++, Java, Python, Scala), and familiarity with

Qualifications

• Post graduate degree / Bachelor’s degree in Mathematics, Physics, Electrical Engineering or related technical discipline.
• 3+ years experience in software development, including 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 them to problems.
• Excellent communication skills including experience speaking to technical and business audiences and working globally.

Responsibilities

• Develop risk models and risk sensitivity analyses using advanced mathematical/statistical/engineering approaches such as optimization, machine learning, regressions, visualization.
• Perform detailed analysis on risk trends and drivers.
• Update and maintain risk models with business growth and risk environment changes.
• Develop and maintain large-scale risk infrastructures/systems with programming in at least one language (C, C++, Java, Python, Scala).

Skills

Analytical skills

Mathematics

Statistics

Programming

Education

Mathematics/Physics/Engineering degree

Tools

C

C++

Java

Python

Scala

Job description

Business Units

business units: Metrics & Analytics Platforms: responsible for the measurement and management of the firm's risk, capital, and liquidity for The Core functionsThe Core Strats: responsible for the development and implementation of models and other quantitative methodologies, including the accuracy and attribution of modeled metricsFinancials & Reporting: responsible for facilitating the production of the firm's financials and a wide range of reporting functionsNon-Financial Risk & Controls: responsible for non-financial risk and control processesEnterprise Platforms: responsible for platforms and applications that support critical operational processes across The Core such as payments, people processes, and procurementShared Services: responsible for driving the adoption of consistent engineering strategy, including data platforms, cloud, and AI enablement, as well as the management of technology risk

Functionality Description

Developing risk models and risk sensitivity analysis that use
advanced mathematical/statistical/engineering approaches such as optimization, machine learning, regressions, visualizationPerforming detailed analysis on risk trends and driversUpdating and maintaining risk models along with business growth and risk environment changesDeveloping and maintaining large scale risk infrastructures/systems using strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python, Scala)Experience in designing highly scalable, efficient systemsEffectively communicating results and outputs from the model and insights from analysis

Qualifications

Post graduate degree /Bachelor's degree in Mathematics, Physics, Electrical Engineering or related technical discipline3+ years experience in software development, including a clear understanding of data structures, algorithms, software design and core programming conceptsStrong analytical and problem solving skills using math, statistics, and programmingDemonstrated ability to learn
technologies and applyExcellent communication skills including experience speaking to technical and business audiences and working globallyStrong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python)Experience in designing highly scalable, efficient systemsFamiliarity with financial markets, financial assets and risk management practices is a plus

About Goldman Sachs

At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world. We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training
and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and /careers. We're committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: The Goldman Sachs Group, Inc., 2023. All rights reserved.

Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law.