Summary

Quantitative engineer in Goldman Sachs' Corporate Treasury, developing models for asset liability management, balance sheet risk, and funding. The role is based in London and focuses on deposit behaviour, scenario analysis, and forecasting.

Responsibilities

• Design quantitative models for asset liability management
• Build stress and scenario analysis frameworks
• Model deposit behaviour and repricing dynamics
• Backtest models and monitor performance drift
• Document models and support regulatory validation
• Present balance sheet analyses to senior committees