Risk, AI Model Validation, Associate

Overview

The Model Risk Management (MRM) team at Goldman Sachs ensures the safety and soundness of the firm’s models, including AI and machine learning models. This role provides an opportunity to contribute to the overall model risk management framework and the firm’s AI initiatives.

• Independently validate the performance, accuracy, and reliability of AI models used within Goldman Sachs, focusing on aspects such as accuracy, explainability, model design, and algorithmic robustness.
• Develop and implement validation methodologies and benchmark models tailored to the specific characteristics of AI models.
• Conduct thorough testing and analysis of model outputs, identifying and documenting potential risks and limitations.
• Collaborate with model developers and business stakeholders to address identified issues and improve model performance.

• A Bachelor, Master, or Ph.D. degree in Computer Science, Mathematics, Physics, Engineering, or a closely related quantitative field.
• Programming expertise in Python, including experience with relevant data science libraries such as Num Py, Pandas, Tensor Flow, and PyTorch.
• Understanding of statistical modelling and machine learning algorithms.
• Excellent analytical, problem‑solving, and communication skills.
• Demonstrated curiosity, ownership, and a willingness to work in a collaborative environment.

Goldman Sachs is an equal‑opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veteran status, disability, or any other characteristic protected by applicable law.