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Credit Risk Model Validation Manager - London, United Kingdom,


Model Validation Manager

This is the chance to be involved with all of the predictive models across the Credit Risk function of a growing lender. You'll be owning validation of PD, LGD and EAD models, IFRS9 calculations, Scorecards and other core Risk models across the bank. You'll be joining a business at as stage where you will have responsibility and accountability and be able to grow to become a leader within the business. There is huge scope to learn and grow in this role and its perfect for someone looking for a step up to management.


Our client is a leading challenger bank targeting continued growth in retail banking services. The role offers
exposure and interaction with director level established routes to management and as such is a
fantastic opportunity to progress your career to the next level in a hands-on, fast moving role.


  • Perform validation analysis of capital models (PD, LGD, EAD) and Impairment (IFRS9) and Scorecards
  • Use SAS to validate Credit Risk model, data and wide risk frameworks
  • Manage workload and virtual teams within the business
  • Engage with stakeholder and internal teams and external contacts
  • Contribute to the strategy optimisation, strategic analytics, and portfolio management functions


  • Graduated with a numerate degree
  • Must have model validation experience within Credit Risk or similar environment
  • Scorecard, IFRS9 and/or IRB model development and/or validation experience preferred


  • Up to £65,000
  • Competitive benefits scheme
  • Grow with an expanding business
  • Flat structure where you will own projects and have a say on the wider business decisions


Credit Risk Analyst, Modelling, Validation, Monitor, Scorecards, SAS, SQL, Decision Science, PD, LGD, EAD, Probability of Default, Loss Given Default, Exposure at Default, Forecasting, Capital, Impairment, Scorecards, Application, Behavioural