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Liquidity Quantitative Engineer / Strat - Associate

Goldman Sachs
Office & Professional
Office & Professional
Negotiable
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Description

Location
London

Hours
Full Time

Salary
Negotiable

About the Role
The Core Engineering team builds and operates the platforms, applications, data solutions, models, and analytics that power critical processes for The Core divisions of Goldman Sachs. These divisions include Risk, Controllers, Compliance, Corporate Treasury, and Human Capital Management. The Core Engineering group of over 2,000 engineers and quantitative strategists delivers engineering, data, analytics, and quantitative capabilities across six business units: Metrics & Analytics Platforms, The Core Strats, Financials & Reporting, Non-Financial Risk & Controls, Enterprise Platforms, and Shared Services. This centralized engineering structure supports a common platform model and operating framework that promotes consistent governance and scalable solutions, leveraging cloud, AI, and machine learning for innovation and efficiency.

In this role, you will develop risk models and risk sensitivity analyses using advanced mathematical, statistical, and engineering approaches such as optimization, machine learning, regressions, and visualization. You will perform detailed analysis on risk trends and drivers, update and maintain risk models in response to business growth and changes in the risk environment, and develop and maintain large-scale risk infrastructures and systems. Strong programming skills in at least one compiled or scripting language (e.g., C, C++, Java, Python, Scala) and experience designing highly scalable, efficient systems are essential. You will also communicate results and insights effectively to both technical and business audiences globally.

Requirements

Experience
Minimum 3 years of software development experience with a clear understanding of data structures, algorithms, software design, and core programming concepts. Proven ability to design highly scalable and efficient systems. Experience with advanced mathematical and statistical methods including optimization, machine learning, and regressions. Familiarity with financial markets, financial assets, and risk management practices is a plus.

About you
Strong analytical and problem-solving skills using mathematics, 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 in a global environment. Motivated to work in a fast-paced, collaborative setting and contribute to innovative engineering solutions.

Qualifications
Postgraduate or Bachelor’s degree in Mathematics, Physics, Electrical Engineering, or a related technical discipline. Strong programming experience in at least one compiled or scripting language such as C, C++, Java, or Python.

Expiry date: 16/10/2026
Liquidity Quantitative Engineer / Strat - Associate
Company:
Goldman Sachs
Job Type:
Full-time
Location:
London