Risk, AI Model Validation, Associate

Goldman Sachs's Model Risk Management (MRM) team plays a critical role in ensuring the safety and soundness of the firm's models. MRM validates a diverse set of models, including AI and machine learning models, used within the firm. This role offers the opportunity to make significant contributions to the firm's overall model risk management framework and AI.

• 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 (e.g., Num Py, Pandas, Tensor Flow, 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, veterans status, disability, or any other characteristic protected by applicable law.

We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more:

© The Goldman Sachs Group, Inc., 2023. All rights reserved.