ML Validator, Model Risk and Analytics Division

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 (explainability & interpretability) reporting and communication to stakeholders
• Recommendations for improvements of machine learning models’ lifecycle system.
• Carrying out other related tasks delegated by the manager.

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