Corporate Treasury - Quantitative Engineer - Associate - London

Corporate Treasury - Quantitative Engineer - Associate - London Job Description

About Corporate Treasury

Corporate Treasury manages the firm's liquidity, funding, balance sheet and capital to maximize net interest income and return on equity through liability planning and execution, financial resource allocation, asset liability management, and liquidity portfolio management. The division is run by the Global Treasurer and works closely with the CFO, each of the firm's businesses, Controllers, Operations, and Investor Relations among other groups at the firm. The division is ideal for collaborative individuals with strong quantitative analysis skills, interest in portfolio & liquidity management and risk management mind set.

Job 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 scenario analysis across portfolios and entities.
• Produce and enhance methodologies for interest rate risk metrics, partnering 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 explanations related to projects for discussion with managers and team.

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 a quantitative finance role, building risk systems and use of AI based tools in development is a plus.
• A self starter, able to work independently as well as thrive in a team environment.

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.