You will form part of a specialised Model Validation team responsible for providing independent oversight of models used across the bank. These include models supporting credit risk, capital adequacy, financial forecasting, and fraud detection. The role offers exposure across multiple modelling disciplines and gives you the opportunity to work end‑to‑end on validations, from conceptual review through to quantitative testing and final recommendations. Key Responsibilities Perform end‑to‑end validation of quantitative models across various banking domains Develop challenger models to assess model performance and robustness Review methodology, assumptions, data integrity, and governance frameworks Provide clear, professional validation opinions and recommendations Collaborate with technical and business stakeholders to resolve findings Education Degree in Mathematics, Statistics, Actuarial Science, or Data Science Experience 3–6 years’ proven experience in credit scorecard development, validation, and monitoring Experience with credit risk application and behaviour models and/or marketing scorecards Strong exposure to data mining, predictive modelling, and analytical techniques Solid understanding of the end to end credit lifecycle Skills High attention to detail and the ability to manage multiple model types simultaneously Strong communication skills and a collaborative working style #J-18808-Ljbffr