At a Glance
- Tasks: Develop risk models and analyse trends using advanced mathematical and programming techniques.
- Company: Join Goldman Sachs, a leading global investment banking firm.
- Benefits: Competitive salary, diverse work environment, and opportunities for professional growth.
- Other info: Collaborative team culture with a focus on innovation and career advancement.
- Why this job: Make an impact in financial markets while honing your quantitative and analytical skills.
- Qualifications: Degree in Mathematics or related field; 6+ years in software development required.
The predicted salary is between 70000 - 90000 £ per year.
Corporate Treasury We’re a team of specialists charged with managing the firm’s funding, liquidity, capital and relationships with creditors and regulators. Corporate Treasury manages the firm’s financial resources and minimizes interest expense through liability planning, asset liability management, and liquidity portfolio yield enhancement. The division is ideal for collaborative individuals who have strong quantitative analysis skills and risk management capabilities. Liquidity Strats use their programming and mathematical background to identify and measure risk and to implement quantitative and technical risk modelling solutions. Successful Strats are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity. As a part of the team, you will work with key business partners, understand financial markets, quantify the firm’s risk, and focus on developing quantitative models & scalable architecture.
Functionalities
- Develop risk models and risk sensitivity analysis 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 in line with business growth and risk environment changes
- Develop and maintain large scale risk infrastructures/systems using strong programming experience in at least one compiled or scripting language (e.g., C, C++, Java, Python, Scala)
- Design highly scalable, efficient systems
- Effectively communicate results and insights from analysis
Qualifications
- Post graduate or Bachelor’s degree in Mathematics, Physics, Electrical Engineering or related technical discipline
- 6+ years experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts
- Strong analytical and problem solving skills using mathematics, statistics, and programming
- Demonstrated ability to learn technologies and apply them
- Excellent communication skills, experience speaking to technical and business audiences, and working globally
- Strong programming experience in at least one compiled or scripting language (e.g., C, C++, Java, Python)
- Design experience for highly scalable, efficient systems
- Familiarity with financial markets, financial assets and risk management practices is a plus
Corporate Treasury- Liquidity Quantitative Engineer / Strat - Vice President - London employer: Goldman Sachs Group, Inc.
Goldman Sachs is an exceptional employer, offering a dynamic work environment in the heart of London where innovation and collaboration thrive. Employees benefit from a culture that prioritises professional growth through continuous learning opportunities and access to cutting-edge technology, all while being part of a team that plays a crucial role in managing the firm's financial resources. With a commitment to diversity and inclusion, Goldman Sachs fosters a supportive atmosphere that empowers individuals to excel in their careers and make meaningful contributions to the financial industry.
