Risk Engineering, Associates / Vice President, Market Risk Strats, London

Risk Engineering is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data‐driven insights, and effective technologies for risk management. Risk Engineering is staffed globally with offices including Dallas, New Jersey, New York, Salt Lake City, London, Warsaw, Bengaluru, Singapore, and Tokyo. As a member of Risk Engineering, you will interface with a variety of divisions around the firm as well as the other regional offices. The interaction with numerous departments and the diverse projects that ensue allow for a challenging, varied and multi‐dimensional work environment.

Market Risk Strats use their engineering and scientific background to identify and measure risk and implement quantitative risk modelling solutions in software. Successful Strats are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity to senior management in risk.

Role Summary: This is a hands‐on role focused on developing quantitative metrics across the Banking Book and Corporate Treasury portfolios. The role involves leading and working with a small team of quants to develop models and analytical frameworks that inform risk management. The candidate will proactively identify and assess key market risks related to interest rates and funding. They will design and implement quantitative models to measure and explain these risks, ensuring results are intuitive, transparent and actionable. This is a high‐visibility role requiring strong technical skills, sound market knowledge and the ability to communicate complex outcomes in a clear and concise manner.

Qualifications:

• Bachelor's or Master's degree in Computer Science, Mathematics, Electrical Engineering or related technical discipline
• Experience in quant or strat role ideally within Corporate Treasury, Asset Liability Management
• Strong understanding of interest‐rate modelling, asset‐liability management, funding deployment strategies, balance‐sheet optimization
• Experience in software development, including a clear understanding of data structures, algorithms and core programming concepts
• Strong analytical and problem‐solving skills – demonstrated ability to work with business problem statements and apply quantitative skills to solve them
• Strong communication skills, including experience speaking to technical and business audiences and working globally

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 firm‐wide networks to benefits, wellness and personal finance offerings and mindfulness programs.

We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process.

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, veteran's status, disability, or any other characteristic protected by applicable law.

Seniority Level: Mid‐Senior level

Employment Type: Full‐time

Job Function: Finance and Sales