A banking client based in London are looking for a Senior Model Validator to join their Model Risk Management team on a permanent basis. This is an exciting, newly created role within a growing team who have independent oversight and review all of the bank's internal models.

London/Hybrid based (2 days per week in the office)

Salary up to £85,000 plus benefits.

Experience required:

• Proven hands-on experience in IRB model validation and a solid understanding of model development within Financial Services.
• Deep knowledge of IRB regulations (CRR, EBA, PRA), regulatory guidelines, and industry best practices, including SR11-7, SS 1/23, and SS 3/18.
• A strong analytical mindset, outstanding numerical skills, and a sharp eye for detail.
• Hands-on experience with statistical programming tools such as SAS, Python, SQL, or R.
• A degree in statistics, mathematics, data science, or engineering.
• A self-starter who takes initiative and consistently delivers high-quality outcomes.
• Able to communicate with various stakeholders across the business