Add check valgrind #3899

Job	Run time
package-deb-x64	4m 58s
package-macos-aarch64	5m 38s
package-generic-linux-aarch64	23m 17s
package-generic-linux-x64	2m 33s
test-docker-x64-packages	5m 20s
package-macos-x64	13m 40s
package-windows-x64	32m 22s
test-generic-linux-on-docker-fedora-x64	2m 46s
test-generic-linux-on-docker-ubuntu-x64	2m 50s
test-generic-linux-on-docker-debian-x64	2m 44s
test-generic-linux-on-docker-archlinux-x64	2m 39s
package-anatomy	25s
	1h 39m 12s

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