Специалист по валидации моделей

Company Description

Bir is the first fully integrated banking, payments, and e-commerce ecosystem in the Caucasus, designed to weave digital services into everyday life in Azerbaijan. Launched in 2025 and supported by PASHA Holding, one of the region's leading private investment groups, Bir operates across Azerbaijan, Turkey, Georgia, and Montenegro with a combined $13.7 billion in assets. Serving over 5 million active users, Bir processes around 50% of Azerbaijan's payment volume, with a mission to drive the country's transition to a digitally-driven economy. Positioned at the crossroads of Europe and Asia, Azerbaijan is an energy-rich region with significant potential for growth in consumer finance and e-commerce.

Role Description

Bir ecosystem seeks a full-time Model Validation Expert/Senior Specialist to be based on-site in Baku City. The role involves validating and assessing the accuracy and performance of financial and statistical models. Key responsibilities include conducting regular model reviews, developing validation frameworks, analyzing data, preparing detailed validation reports, and ensuring adherence to regulatory and internal standards. The specialist will work closely with cross-functional teams to ensure the effectiveness and reliability of the organization’s models.

Requirements

• Bachelor’s or Master’s degree in Mathematics, Statistics, Econometrics, Finance, or a related field;
• Minimum 3 years of experience (experience in model development, validation, or risk analytics is preferred);
• Strong knowledge of statistical modeling and analytical methods (regression, scorecards, basics of machine learning);
• Proficiency in data analytics tools (Python, Excel, SQL, DataIku, Tableau);
• Solid understanding of GenAI and LLM-based applications (e.g., chatbots, agents) and associated risks;
• Familiarity with Git or other version control systems;
• Strong communication skills;
• Language skills: Azerbaijani and English (B2/C1); additional foreign languages are a plus.

Responsibilities

• Perform independent validation of statistical models, including credit risk, behavioral models, IFRS 9/ECL, limit management, and segmentation models;
• Assess models from a model risk perspective across all stages of the model lifecycle;
• Develop validation plans and manage validation projects end-to-end;
• Conduct in-depth analysis of model methodology, assumptions, data quality, and performance;
• Identify model risks and propose remediation actions;
• Prepare and present high-quality, well-structured validation reports;
• Collaborate closely with model owners, developers, business teams, and audit functions;
• Contribute to the enhancement of the model monitoring framework.