Risk AI Model Validation Vice President

Goldman Sachs Group, Inc.; Birmingham; On-site; GBP 70,000 - 100,000; Full time

Job summary

A leading global investment bank is seeking an AI Model Risk VP for its Birmingham office. This role involves validating AI models for accuracy and reliability while ensuring compliance with regulations. The ideal candidate should possess a Bachelor, Master, or Ph.D. in a quantitative field and have significant programming experience in Python. The position requires strong analytical skills, an understanding of machine learning algorithms, and the ability to collaborate effectively with cross-functional teams. This is a unique opportunity for those eager to contribute to model risk management within the financial sector.

Qualifications

• A strong quantitative background is essential.
• Experience with machine learning applications is preferred.
• Ability to communicate complex concepts clearly.

Responsibilities

• Validate performance, accuracy, and reliability of AI models.
• Implement validation methodologies for AI models.
• Conduct detailed testing of model outputs.
• Work collaboratively with developers to enhance performance.

Skills

Programming in Python

Machine Learning Algorithms

Statistical Modelling

Analytical Skills

Problem-Solving

Communication Skills

Education

Bachelor, Master or Ph.D. degree in Computer Science, Mathematics, Physics, Engineering

Tools

NumPy

Pandas

TensorFlow

PyTorch

Job description

Birmingham, West Midlands, England, United Kingdom

Job Description

About the Team

Goldman Sachs' 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 significantly contribute to the firm's overall model risk management framework and AI.

MODEL RISK MANAGEMENT (MRM)

The Model Risk Management (MRM) group is a multidisciplinary group of quantitative experts at Goldman Sachs with presence in New York, Dallas, London, Birmingham, Warsaw, Hong Kong, and Bangalore. The MRM group is responsible for independent oversight of Model Risk at the firm, ensuring compliance with Firmwide Policy on Model Control and related standards, including documentation to evidence effective challenge over the Model development, implementation, and usage of Models.

The group’s primary mandate is to manage risk that arises from models used in the firm through its range of businesses– from models used for derivatives valuation to models used for risk management, liquidity and capital computations. In addition to independently reviewing these classes of models for their validity, theoretical consistency and implementation accuracy, the group is also responsible to assess the risk associated with model choice, e.g., exposure to choice of model in various contexts such as pricing exotic options or in calculating capital.

Who We Look For

Goldman Sachs is seeking a highly motivated AI Model Risk VP to join our Model Risk Management (MRM) team in Birmingham. You will play a crucial role in validating the firm's AI models, ensuring their accuracy, reliability, and compliance with regulatory requirements. This is a unique opportunity to gain exposure to a wide range of AI applications within a leading global financial institution and contribute directly to the firm's risk management framework. You will work closely with AI researchers, AI model developers, and other stakeholders to understand model methodologies, assess model risks, and implement validation plans and benchmarking models.

Responsibilities

• 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.

Preferred Qualifications

• 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., NumPy, Pandas, TensorFlow, 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.

Company Information

ABOUT GOLDMAN SACHS At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.

We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html

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.

Job Info

• Job Identification 153464
• Job Category Vice President
• Posting Date 01/06/2026, 04:07 PM
• Locations Birmingham, West Midlands, England, United Kingdom