VP, AI Model Risk & Validation

Goldman Sachs Group, Inc.; New York (NY); On-site; USD 180,000 - 280,000; Full time

Job summary

Goldman Sachs is seeking an AI Model Risk Vice President to join our Model Risk Management (MRM) team in New York. You will validate AI models, ensure their accuracy, reliability, and regulatory compliance, and collaborate with AI researchers and developers to lift model risk controls.

This senior role involves developing validation methodologies, benchmarking AI solutions, and presenting findings to stakeholders across risk, technology, and business functions.

Qualifications

• Ph.D. required in a quantitative field (CS/Math/Physics/Engineering)
• 5+ years of experience in a quantitative role as a model developer or data researcher
• Strong understanding of statistical modelling and ML algorithms
• Experience with AI models is preferred
• Proficiency in Python and data-science libraries (NumPy, Pandas, TensorFlow, PyTorch)
• Excellent analytical, problem-solving, and communication skills

Responsibilities

• Independently validate AI models for accuracy, explainability, and robustness
• Develop and implement validation methodologies and benchmarking models
• Conduct thorough testing and analysis of model outputs, documenting risks and limitations
• Collaborate with model developers and business stakeholders to address issues and improve performance

Skills

AI model validation

Model risk management

Python programming

Statistical modelling

Communication skills

Education

Ph.D. in Computer Science / Mathematics / Physics / Engineering

Tools

NumPy

Pandas

TensorFlow

PyTorch

Job description

Goldman Sachs is seeking an AI Model Risk Vice President to join our Model Risk Management (MRM) team in New York. You will validate AI models, ensure their accuracy, reliability, and regulatory compliance, and collaborate with AI researchers and developers to lift model risk controls.

This senior role involves developing validation methodologies, benchmarking AI solutions, and presenting findings to stakeholders across risk, technology, and business functions.