Job Details

Machine Learning
Head
Full time
Apr 22

Head of Validation Department

Head of Validation Department at Sovcombank, a systemically important bank in Russia. Responsibilities include validating ML/NLP models, developing challenger approaches, and automating model risk assessment.

Conducting independent validation of a wide range of models (ML/NLP, IFRS 9, etc.); Developing challenger approaches and alternative modeling; Automating model risk assessment and validation architecture: monitoring model quality, setting up pipelines (Airflow/Kubeflow); Developing methodology for model building and validation; Participating in the project to implement the IFRS 9 approach (845-P) in the bank.

Kubeflow
Airflow
ml
IFRS 9
NLP

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