Model Validation Specialist, Risk Management Department

Deadline: 30 April 2024

Employment term: Permanent

Category: Mechanical/Engineering

Job type: Full time

Location: Yerevan

Job description:

Systems development for testing, validation and monitoring of machine learning models embedded in the business processes of the bank. Improvement suggestions for models and methods.

Job responsibilities

Preparation and ensuring of data quality control measures for training and validation of machine learning models in different business processes of the bank.
Development of methods and principles for validation and testing of machine learning models in the bank.
Development of automated systems for machine learning micro services’ validation.
Development and ensuring of model risk management process (MRM).
Machine learning model quality monitoring systems’ development.
Models’ business analytics and validation methodology improvement.
Development of technical requirements for model validation components
Model validation and quality control reporting for product teams and developers (explainability & interpretability)
Recommendations for improvements of machine learning models’ lifecycle system.

Required qualifications

University degree in statistics, math modeling, mathematics, risk management or engineering
Strong knowledge of statistics and probability, knowledge of financial analysis and machine learning models.
Understanding of interpretability analysis for statistical models (regression analysis, decision trees, gradient boosting etc.) and deep learning models.
Experience with SHAP and ELI5 frameworks is a plus.
Understanding the data drift, model drift and concept drift problems and how to deal with them.
Experience with Python development, including also poetry, Git, code review tools, pip and Docker.
Analytical and creative thinking
Communication and team-player skills; cooperation and consultation skills
Excellent command of Armenian, Russian and English.