Expert in Model Validation
Job Description & Requirements
Education: Higher education in Mathematics, Statistics, Econometrics, Finance, or related field; Work experience: minimum of 3 years (preference in model development/validation/risk analytics); Strong knowledge in statistical modeling and analytical methods (regression, scorecard, fundamentals of ML); Proficiency in data analytics tools (Python/Excel/SQL/DataIku/Tableau); Deep knowledge of the fundamental principles and usage risks of GenAI and LLM-based applications (chatbots, agents); Familiarity with Git and other version control systems; High-level communication skills; Language skills: Azerbaijani, English (B2/C1), (additional foreign language knowledge is appreciated).
Job Responsibilities
The role of Expert in Model Validation is aimed at ensuring the reliability and proper functioning of statistical and risk models used in the bank. The newly hired employee will independently verify credit risk, IFRS 9/ECL, behavioral, and other analytical models, deeply analyzing their methodologies, data quality, and performance. The main objective of the role is to timely identify model risks, propose solutions for shortcomings, and ensure the proper use of models in business decisions. At the same time, it continuously improves model management and monitoring processes in close collaboration with model owners, developers, and the audit team.
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