Quant jobs / Goldman Sachs

Liquidity Metrics Strats – Associate / Vice President

A strats role in the Core Engineering group, building quantitative measures of liquidity risk across funding, collateral and lending. Aimed at people with some capital markets or treasury background.

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 inventory and commitments
Monitor risk in prime brokerage, synthetic trading and repo
Implement liquidity regulatory requirements with Treasury
Maintain large-scale risk systems

What they ask for

Required

3+ years in the financial industry
Advanced quantitative degree
C, C++, Java or Python
Statistics and problem solving
Explaining complex ideas simply

Preferred

Financial markets and liquidity risk familiarity

Education: Advanced degree in maths, physics, engineering or another highly quantitative discipline
Experience: 3+ years in finance, preferably quantitative roles in capital markets or treasury
Languages and tools: C++
Java
Python
C
Markets: fixed-income

How to prepare

Build a liquidity stress model for a sample funding profile
Learn secured funding, collateral and haircut mechanics
Review LCR and NSFR rules
Write tested risk code in Python or C++

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.