Add check valgrind #3897

Job	Run time
package-deb-x64	5m 25s
package-generic-linux-aarch64	22m 2s
package-generic-linux-x64	2m 29s
package-macos-aarch64	6m 31s
package-macos-x64	11m 39s
package-windows-x64	27m 14s
test-docker-x64-packages	5m 32s
test-generic-linux-on-docker-fedora-x64	2m 56s
test-generic-linux-on-docker-debian-x64	2m 47s
test-generic-linux-on-docker-archlinux-x64	2m 39s
test-generic-linux-on-docker-ubuntu-x64	3m 12s
package-anatomy	17s
	1h 32m 43s

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