flamin,
I believe the most critical factor would be the type of work you do. Some jobs, such as residential railings, would not have near the critical records keeping for any significant amount of time as a natural gas pipeline or a power plant. (Yes, even my guys who weld railings are D1.3 certified)
I would suggest keeping them in the files with the jobs they worked on. If there are several jobs, run some copies and put one in with the job. Then, if anything ever comes up on that job, you have the records handy on who welded for you on it with a copy of their certs and you don't have to go through every file since you started in business trying to find the documents required to CYA.
You can be responsible for things on jobs for many years. While I may not keep taxes that far back, I have work records back to when I bought the shop 13 years ago. Best to be safe.
Not necesarily required, just good protection. Just my two tin pennies worth.
Have a Great Day, Brent