Overview

Ameriabank CJSC is looking for a Model Validation Specialist, Risk Management Department.

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
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