Validation of Models Expert
Job Description & Requirements
Education: Higher education in Mathematics, Statistics, Econometrics, Finance or related field; Work experience: minimum 3 years (preference in model development/validation/risk analytics); Strong knowledge of statistical modeling and analytical methods (regression, scorecard, fundamentals of ML); Proficiency in data analytics tools (Python/Excel/SQL/DataIku/Tableau); Deep knowledge of the main principles and usage risks of GenAI and LLM-based applications (chatbots, agents); Familiarity with Git or other version control systems; High level of communication skills; Language proficiency: Azerbaijani, English (B2/C1), (additional foreign language proficiency is appreciated).
Job Responsibilities
The role of the Validation of Models Expert 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, conducting a deep analysis of their methodology, data quality, and performance. The main goal of the role is to identify model risks in a timely manner, propose solutions for deficiencies, and ensure the correct use of models in business decisions. At the same time, it continuously improves the model management and monitoring processes in close collaboration with model owners, developers, and the audit team.
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This position requires application on the employer's website.