Model Validator

Role description:

Evoca is looking for a Model Validator who will be responsible for the inventory, quality check, and validation of models used within the bank.

What will you gain?

We are committed to ensuring everyone can flourish in their roles by creating a working environment that supports wellbeing and provides a generous benefits package, a wide range of career and personal development opportunities. By joining Evoca, you will get:

• health insurance;
• travel insurance;
• favorable terms of Evoca products and services;
• holiday and year-end bonuses;
• bonuses on marriage, birth of a child;
• paid days off;
• sport package;
• English language trainings;
• large opportunities for continuous leaning and development (participation in international conferences, business trips abroad, opportunities to get international certifications and study in top universities worldwide).

What will you be doing?

• 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.

What skills are we looking for?

• 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.

How to apply?

Please send your CV to [email protected] by indicating "Model Validator" in the subject line of the e-mail.