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
