Ameriabank CJSC
Armenia
Industry:
Finance/Banking/Insurance
Number of Employees:
500-1500
Type:
LLC/OJSC/CJSC
Date of Foundation:
-
Model Validation Specialist, Risk Management Department
Full time
Yerevan
17 May 2024
Employment term Permanent
Category Mechanical/Engineering
Job description:
Systems development for testing, validation and monitoring of machine learning models embedded in the business processes of the bank. Improvement suggestions for models and methods.
Job 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.
