Skip to Main Content
Location icon
London

Corporate Treasury - Liquidity Quantitative Engineer / Strat - Associate - London

Goldman Sachs
Office & Professional
Office & Professional
Negotiable
Company logo image
Description

Location
London

Hours
Full Time

Salary
Negotiable

About the Role
Corporate Treasury is a team of specialists responsible for managing the firm’s funding, liquidity, capital, and relationships with creditors and regulators. The division manages the firm’s financial resources and minimizes interest expense through liability planning, asset liability management, and liquidity portfolio yield enhancement. This role is ideal for collaborative individuals with strong quantitative analysis skills and risk management capabilities, as Treasury actively manages the firm’s financial resources which are constantly changing due to business activity, markets, risk appetite, regulations, and other factors.

Liquidity Strats leverage their programming and mathematical expertise to identify and measure risk and implement quantitative and technical risk modelling solutions. Successful candidates are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity. As part of the team, you will work closely with key business partners, understand financial markets, and quantify the firm’s risk. You will focus on developing quantitative models and scalable architecture.

Key responsibilities include:
- Developing risk models and risk sensitivity analysis using advanced mathematical, statistical, and engineering approaches such as optimization, machine learning, regressions, and visualization
- Performing detailed analysis on risk trends and drivers
- Updating and maintaining risk models in line with business growth and changes in the risk environment
- Developing and maintaining large scale risk infrastructures and systems using strong programming skills in at least one compiled or scripting language (e.g. C, C++, Java, Python, Scala)
- Designing highly scalable and efficient systems
- Effectively communicating model results and insights from analysis to technical and business audiences

Requirements

Experience
Minimum 3 years of software development experience with a clear understanding of data structures, algorithms, software design, and core programming concepts. Strong programming experience in at least one compiled or scripting language such as C, C++, Java, or Python. Experience designing highly scalable and efficient systems is essential. Familiarity with financial markets, financial assets, and risk management practices is a plus.

About you
Analytical and problem-solving mindset with strong skills in math, statistics, and programming. Demonstrated ability to learn new technologies and apply them effectively. Excellent communication skills with experience presenting to both technical and business audiences globally. Collaborative and driven to deliver commercial outcomes with precision and clarity.

Qualifications
Postgraduate or Bachelor’s degree in Mathematics, Physics, Electrical Engineering, or a related technical discipline.

Expiry date: 15/08/2026
Corporate Treasury - Liquidity Quantitative Engineer / Strat - Associate - London
Company:
Goldman Sachs
Job Type:
Full-time
Location:
London