Expert in Model Validation
Описание работы и требования
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); In-depth knowledge of the key principles and associated risks of GenAI and LLM-based applications (chatbots, agents); Familiarity with Git or other version control systems; High-level communication skills; Language skills: Azerbaijani, English (B2/C1), (additional foreign language skills are appreciated).
Должностные обязанности
The role of Expert in Model Validation aims to ensure the reliability and proper functioning of statistical and risk models used in the bank. The newly recruited employee will independently check credit risk, IFRS 9/ECL, behavioral and other analytical models, performing a deep analysis of their methodology, data quality, and performance. The main objective of the role is to timely identify model risks, propose solutions for deficiencies and ensure the proper use of models in business decisions. At the same time, continuously improve model management and monitoring processes by closely collaborating with model owners, developers, and the audit team.
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