Quant jobs / Goldman Sachs

Liquidity Metrics Strats – Associate

A strats role in the Core Engineering group, building quantitative measures of the firm's liquidity risk across funding, collateral and lending activity. It pairs risk modelling with scalable code.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Develop and maintain liquidity risk measures
Analyse secured funding, collateral and loan commitment positions
Monitor risk in areas such as prime brokerage and repo
Help implement liquidity regulatory requirements with Treasury
Explain models to risk managers, management and regulators

What they ask for

Required

Maths, statistics and programming
Compiled or scripting language such as C, C++, Java or Python
Data structures and algorithms
Scalable system design
Clear communication of quantitative ideas

Preferred

Financial markets and liquidity risk familiarity

Education: PhD in a quantitative discipline, or Bachelor's/Master's plus 3–5 years in a quantitative role
Experience: PhD, or 3–5 years in a quantitative role
Languages and tools: C++
Java
Python
C
Markets: fixed-income

How to prepare

Model cash outflows under stress scenarios for a toy funding book
Learn repo, securities lending and collateral mechanics
Study LCR and NSFR regulatory metrics
Write well-tested Python or C++ for a risk calculation

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Goldman Sachs’s site before applying: requirements, location and pay can change after we check them.

View the posting on Goldman Sachs’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Goldman Sachs and doesn’t handle applications.