Associate Applied AI - Deep Learning/Time Series

Goldman Sachs

Confirmed live yesterday High trust

Quick summary

Work type
On-site
Location
New York, NY
Salary
$100,000–$2,000,000 / yr
Posted
6 days ago
Freshness
Confirmed live yesterday

Market check

Salary context

Above market

How this pay compares to similar roles

Similar $199k
This role $1050k
$-128k $2228k
below market most similar roles pay here above market

This role pays more than 99% of similar roles. Most pay $162,000–$235,750 — the blue band above. At the midpoint, this role pays about $1050k versus about $199k for comparable roles.

Based on 240 similar postings.

Employer

About Goldman Sachs

Goldman Sachs is a leading global investment banking, securities, and investment management firm providing financial services to corporations, financial institutions, governments, and individuals.

Goldman Sachs currently has 70 open roles on FindRole.

Listed pay typically runs $140,000–$250,000 across 34 roles with salary data.

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At a glance

TL;DR · Associate Applied AI - Deep Learning/Time Series

JOB TITLE: Associate Applied AI - Deep Learning/Time Series The AI Research group seeks an Associate to lead the design, training, and evaluation of deep learning models for financial time series. This individual contributor role involves owning research problems end-to-end, including curating data, designing architectures, and running large-scale training experiments across multi-node GPU clusters. You will build models for forecasting, representation learning, and generative modeling, specifically utilizing CNNs, Transformers, GANs, diffusion models, and reinforcement learning. You must benchmark these against classical econometric methods like ARIMA and GARCH. Key technologies include Python, PyTorch, TensorFlow, JAX, and ONNX. The role solves the challenge of advancing sequence modeling and probabilistic forecasting for noisy, non-stationary financial data, delivering a firmwide platform for quantitative researchers to generate risk-adjusted signals across various asset classes.

What you'll do

  • Design, implement, and train deep learning architectures for forecasting and generative modeling of financial time series.
  • Build and benchmark specialized sequence architectures against classical econometric methods like ARIMA and GARCH.
  • Manage large-scale model training across multi-node GPU clusters using distributed data parallel and mixed precision techniques.
  • Develop robust evaluation frameworks including walk-forward cross-validation, uncertainty quantification, and significance testing.
  • Partner with quantitative researchers to translate model outputs into risk-adjusted, capacity-aware signals for alpha research.
  • Contribute reusable models, datasets, and tooling to a shared firmwide research platform.
  • Mentor junior researchers and review research designs and code for technical accuracy.
  • Ensure all models comply with firm standards for risk management, data privacy, and auditability.

What we're looking for

  • Hold a Bachelor's, Master's, or Ph.D. degree in Computer Science, Machine Learning, Statistics, Mathematics, Physics, Electrical Engineering, Quantitative Finance, or a related quantitative discipline.
  • Have at least 3 years of industry experience building, training, and deploying deep learning models, specifically focused on sequential or time series data.
  • Possess deep expertise in modern deep learning architectures including CNNs, Transformers, autoencoders, GANs, diffusion models, GNNs, Bayesian methods, and reinforcement learning.
  • Demonstrate strong working knowledge of classical time series and econometric modeling such as ARIMA, GARCH, Kalman filtering, and state space models.
  • Have practical experience with modern time series architectures like WaveNet, N-BEATS / N-HiTS, DeepAR, PatchTST, or Time Series Foundation Models.
  • Possess expert-level Python skills and deep proficiency in PyTorch, TensorFlow / Keras, and/or JAX / Flax.
  • Demonstrate experience with distributed and accelerated training (DDP, FSDP, multi-node GPU training) and model export/optimization workflows including ONNX.
  • Maintain rigorous foundations in statistics, probability, stochastic processes, optimization, and signal processing.

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