Add check valgrind #3900

Job	Run time
package-deb-x64	5m 14s
package-generic-linux-aarch64	22m 30s
test-docker-x64-packages	5m 31s
package-generic-linux-x64	2m 26s
package-macos-aarch64	6m 33s
package-macos-x64	15m 50s
package-windows-x64	30m 50s
test-generic-linux-on-docker-archlinux-x64	2m 31s
test-generic-linux-on-docker-debian-x64	2m 47s
test-generic-linux-on-docker-ubuntu-x64	2m 46s
test-generic-linux-on-docker-fedora-x64	2m 46s
package-anatomy	10s
	1h 39m 54s

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