Senior AI/ML Quant Research Engineer

GOLDMAN SACHS SERVICES (SINGAPORE) PTE. LTD.; Singapore; On-site; SGD 60,000 - 80,000; Full time

Job summary

A leading global investment bank in Singapore is seeking a Quantitative AI/ML Researcher to pioneer financial innovations by developing and implementing advanced AI/ML models. You will engage in high-stakes projects that influence quant trading, using your deep expertise in machine learning and quantitative analysis. This role offers significant ownership from research to deployment within a dynamic team dedicated to redefining the future of finance. Exceptional communication skills and a strong educational background in quantitative disciplines are required.

Benefits

Diversity and inclusion programs

Training and development opportunities

Wellness and personal finance offerings

Qualifications

• Ph.D. or Master’s degree in a quantitative discipline required.
• Expert programming in Python necessary.
• Strong background in machine learning techniques essential.

Responsibilities

• Spearhead lifecycle of AI/ML models from research to production.
• Design and validate models for predictive tasks in financial time series.
• Ensure model transparency and interpretability through XAI methodologies.

Skills

Expert-level programming proficiency in Python

Deep learning techniques

Ability to conduct independent research

Machine learning techniques

Exceptional communication skills

Education

Ph.D. or Master’s degree in quantitative discipline

Tools

NumPy

Pandas

Scikit-learn

PyTorch

TensorFlow

Job description

Overview

Who We Are
The Applied AI team at Goldman Sachs operates at the intersection of artificial intelligence, quantitative finance, and technology. Our mandate is to research, develop, and deploy cutting-edge AI/ML models that drive commercial impact and solve the most complex predictive challenges across the firm. We function as a center of excellence, partnering with trading, sales, and engineering divisions to pioneer next-generation quantitative technologies that redefine our revenue-generating capabilities.

Your Impact
As a Quantitative AI/ML Researcher, you will be at the forefront of financial innovation. You will have the unique opportunity to apply your deep expertise in machine learning and quantitative analysis to high-impact projects, from developing sophisticated alpha-generation models to engineering state-of-the-art market-making and pricing systems. This role offers end-to-end ownership, from initial research and prototyping to deploying scalable, robust models into our production trading environment. You will tackle the unique challenges of applying AI in the high-stakes, non-stationary world of quantitative trading and help shape the future of finance.

Principal Responsibilities

• Model Architecture & Implementation: Spearhead the end-to-end lifecycle of AI/ML models, from initial research and ideation through to production deployment, with a clear focus on driving measurable commercial impact.
• Advanced Predictive Modeling: Design, train, and validate novel models for predictive tasks in complex financial time series, including deep learning, reinforcement learning, and state-space models.
• Explainable AI (XAI) & Governance: Integrate and advance state-of-the-art XAI methodologies to ensure model transparency, interpretability, and robustness. Satisfy the rigorous demands of internal model validation, risk management, and regulatory frameworks.
• MLOps & Engineering Excellence: Engineer and maintain high-quality, production-grade code and resilient data pipelines for high-volume, low-latency financial data. Adhere to and promote best practices in MLOps for versioning, containerization, continuous integration/deployment, and real-time monitoring.

Core Qualifications

• A Ph.D. or Master’s degree in a quantitative discipline such as Computer Science, Statistics, Quantitative Finance, Mathematics, Physics, or Electrical Engineering.
• Expert-level programming proficiency in Python and deep experience with its scientific computing and machine learning ecosystem (e.g., NumPy, Pandas, Scikit-learn, PyTorch, TensorFlow).
• A profound theoretical and applied understanding of machine learning techniques, including LLMs, deep learning architectures, reinforcement learning, probabilistic models, and classical statistical methods.
• Proven ability to independently conduct research, manage complex datasets, and solve challenging, open-ended problems with a data-driven approach.
• Exceptional communication and interpersonal skills, with the ability to articulate complex technical concepts to both specialist and non-specialist audiences.

Preferred Qualifications

• Min. 3 years of distinguished professional or academic research experience, demonstrated by a track record of building and fine-tuning large-scale deep learning models (e.g., Transformers) for sequential or time-series data.
• Prior experience in a quantitative role at a leading buy-side or sell-side institution (e.g., quantitative trading, statistical arbitrage, high-frequency market making).
• Direct, hands-on experience applying foundation models (e.g., LLMs) and transfer learning techniques to novel, non-NLP domains.

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 believe who you are makes you better at what you do. We\'re committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.

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

Roles & Responsibilities

Who We Are
The Applied AI team at Goldman Sachs operates at the intersection of artificial intelligence, quantitative finance, and technology. Our mandate is to research, develop, and deploy cutting-edge AI/ML models that drive commercial impact and solve the most complex predictive challenges across the firm. We function as a center of excellence, partnering with trading, sales, and engineering divisions to pioneer next-generation quantitative technologies that redefine our revenue-generating capabilities.

Your Impact
As a Quantitative AI/ML Researcher, you will be at the forefront of financial innovation. You will have the unique opportunity to apply your deep expertise in machine learning and quantitative analysis to high-impact projects, from developing sophisticated alpha-generation models to engineering state-of-the-art market-making and pricing systems. This role offers end-to-end ownership, from initial research and prototyping to deploying scalable, robust models into our production trading environment. You will tackle the unique challenges of applying AI in the high-stakes, non-stationary world of quantitative trading and help shape the future of finance.

Principal Responsibilities

• Model Architecture & Implementation: Spearhead the end-to-end lifecycle of AI/ML models, from initial research and ideation through to production deployment, with a clear focus on driving measurable commercial impact.
• Advanced Predictive Modeling: Design, train, and validate novel models for predictive tasks in complex financial time series, including deep learning, reinforcement learning, and state-space models.
• Explainable AI (XAI) & Governance: Integrate and advance state-of-the-art XAI methodologies to ensure model transparency, interpretability, and robustness. Satisfy the rigorous demands of internal model validation, risk management, and regulatory frameworks.
• MLOps & Engineering Excellence: Engineer and maintain high-quality, production-grade code and resilient data pipelines for high-volume, low-latency financial data. Adhere to and promote best practices in MLOps for versioning, containerization, CI/CD, and real-time monitoring.

Core Qualifications

• A Ph.D. or Master’s degree in a quantitative discipline such as Computer Science, Statistics, Quantitative Finance, Mathematics, Physics, or Electrical Engineering.
• Expert-level programming proficiency in Python and deep experience with its scientific computing and machine learning ecosystem (e.g., NumPy, Pandas, Scikit-learn, PyTorch, TensorFlow).
• A profound theoretical and applied understanding of machine learning techniques, including LLMs, deep learning architectures, reinforcement learning, probabilistic models, and classical statistical methods.
• Proven ability to independently conduct research, manage complex datasets, and solve challenging, open-ended problems with a data-driven approach.
• Exceptional communication and interpersonal skills, with the ability to articulate complex technical concepts to both specialist and non-specialist audiences.

About Goldman Sachs

© The Goldman Sachs Group, Inc., 2026. All rights reserved.
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.

© The Goldman Sachs Group, Inc., 2026. All rights reserved.