Model Validation Specialist, Risk Management Department

Ameriabank CJSC

- 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

- 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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