Goldman Sachs is seeking a senior quantitative professional to lead the design and delivery of ALM models and balance sheet risk analytics. You will develop NIM forecasting, EaR, and funding cost projections, while building stress tests and scenario frameworks across multiple portfolios and entities.
You will also develop and enhance behavioural models for deposits, maintain robust backtesting, and ensure model governance and regulatory readiness.
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VP Quantitative Engineer - London: ALM & Risk Modeling employer: WeAreTechWomen
Goldman Sachs is an exceptional employer, offering a dynamic work environment in London that fosters innovation and collaboration among over 2,000 engineers. With a strong commitment to diversity and inclusion, employees benefit from extensive training and development opportunities, competitive wellness programs, and a culture that values personal and professional growth. The role of Software Engineer - Vice President not only provides the chance to lead transformative projects but also to work closely with traders and senior leadership, making a significant impact on the firm's strategic goals.
