AI Research Associate — Time Series & DL for Finance

Goldman Sachs Group; New York (NY); On-site; USD 100,000 - 2,000,000; Full time

Job summary

Goldman Sachs is seeking an AI Research – Associate in New York, NY, within the Engineering – AI Research division. The role focuses on end-to-end research of deep learning models for financial time series, including data curation, model design, large-scale training, and evaluation.

You will partner with quant and engineering teams to productionize leading-edge models. The ideal candidate has 3+ years of experience with modern DL architectures and distributed training, and a strong foundation in

Qualifications

• Bachelor's/Master's/Ph.D. in Computer Science, Machine Learning, Statistics, Mathematics, Physics, Electrical Engineering, Quantitative Finance, or related quantitative discipline.
• 3+ years of industry experience building, training, and deploying deep learning models, with a focus on sequential/time series data.
• Expertise in CNNs/TCNs, Transformers, autoencoders, GANs, diffusion models, GNNs, Bayesian methods, and reinforcement learning.
• Strong knowledge of classical time series/econometrics (ARIMA, GARCH, Kalman filters, state space models).
• Experience with WaveNet, N-BEATS/N-HiTS, DeepAR, PatchTST, or Time Series Foundation Models.

Responsibilities

• Design, implement, and train modern deep learning architectures for forecasting and representation learning on financial time series.
• Benchmark and compare specialized sequence architectures against classical econometric methods.
• Manage large-scale model training across multi-node GPU clusters and cloud environments.
• Develop evaluation frameworks including walk-forward/backtesting and uncertainty quantification.
• Collaborate with quantitative researchers and engineers to deploy models into production and build reusable research platform components.
• Provide technical leadership by reviewing designs and mentoring junior researchers and engineers.

Skills

Python

PyTorch

TensorFlow/Keras

JAX/Flax

Time series

Distributed training

Education

Bachelor's/Master's/PhD in CS/ML/Statistics

Tools

ONNX

DDP

FSDP

CUDA

Job description

Goldman Sachs is seeking an AI Research – Associate in New York, NY, within the Engineering – AI Research division. The role focuses on end-to-end research of deep learning models for financial time series, including data curation, model design, large-scale training, and evaluation.

You will partner with quant and engineering teams to productionize leading-edge models. The ideal candidate has 3+ years of experience with modern DL architectures and distributed training, and a strong foundation in