Generalized Langevin equations with non-linear forces and position-dependent linear friction memory kernels, such as commonly used to describe the effective dynamics of coarse-grained variables in molecular dynamics, are rigorously derived within the Mori-Zwanzig formalism. A fluctuation-dissipation theorem relating the properties of the noise to the memory kernel is shown. The derivation also yields Volterra-type equations for the kernel, which can be used for a numerical parametrization of the model from all-atom simulations.