VP Quantitative Finance & Risk Analytics

Goldman Sachs Bank AG; Greater London; Hybrid; GBP 110,000 - 140,000; Full time

Job summary

Goldman Sachs is seeking a highly skilled quantitative professional to join Corporate Treasury in London. You will design, implement, and maintain quantitative models and risk frameworks aligned with IRRBB best practices, building analytics for sensitivity, stress, and scenario analysis across portfolios.

The role requires advanced degree in a quantitative field, strong programming in C++, Java, or Python, and excellent communication.

Qualifications

• Advanced degree in a quantitative field; Masters/PhD preferred.
• Strong programming skills in C++, Java or Python.
• Excellent written and verbal communication; team oriented.
• Experience in quantitative finance or risk systems is a plus.
• Self-starter who works well independently and in teams.

Responsibilities

• Design, implement, and maintain quantitative models and risk frameworks.
• Build analytics for sensitivity, stress, and scenario analyses.
• Develop methods for rate risk metrics and liaise with stakeholders.
• Uplift models to meet evolving business needs; document and support regulatory inquiries.
• Deliver presentations and reports for management discussions.

Skills

Quantitative analysis

Communication skills

C++ / Java / Python

Self-starter

Team working

Education

Masters or PhD in quantitative field

Tools

AI-based tools

Job description

Goldman Sachs is seeking a highly skilled quantitative professional to join Corporate Treasury in London. You will design, implement, and maintain quantitative models and risk frameworks aligned with IRRBB best practices, building analytics for sensitivity, stress, and scenario analysis across portfolios.

The role requires advanced degree in a quantitative field, strong programming in C++, Java, or Python, and excellent communication.