Overview
Evocabank is looking for a Model Validator.
Responsibilities:
- inventory and accounting of models used in the bank
- defining the frequency of validation
- automation of validation by creating scripts and tools
- model evaluation using various validation methods
- analysis of metrics using appropriate standards to assess the significance level of the model
- collaboration with stakeholders
Required Qualifications:
- higher education in economics or finance
- at least 2 years of work experience in a bank or financial system in the field of risk management or data science
- knowledge of data science and machine learning (Pandas, NumPy, Matplotlib, Seaborn, Scikit-Learn)
- knowledge of financial software and modeling tools (Python, Numpy, Pandas) will be considered an advantage
- knowledge of validation techniques and standards
- ability to work effectively in a fast-changing environment
- teamwork and communication skills
- practical and flexible thinking
- excellent command of Russian and English
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