Senior Credit Risk Model Validator – Hybrid

Leeds Building Society; Leeds; Hybrid; GBP 65,000 - 90,000; Full time

Benefits offered by this job

Hybrid working – 2 days per week in in

Annual bonus up to 12%

Matched pension contributions up to 10

26 days holiday plus bank holidays and

Colleague Mortgage and Saver products

2 days volunteering per year

Job summary

Leeds Building Society is seeking a Senior Model Validation Analyst to join our Prudential & Enterprise Risk team. You will take ownership of validation reviews across credit and non-credit models, applying independent testing to ensure models are robust and fit for purpose.

You will build relationships with model owners and stakeholders, draft clear conclusions, and help improve validation methods, tools, data and automation across IRB, IFRS 9, capital, liquidity and other areas.

Qualifications

• Relevant experience in model validation, model development or quantitative risk analysis within financial services.
• Practical knowledge of statistical techniques to assess design, data, and performance.
• Experience with model risk, validation approaches and model lifecycle.

Responsibilities

• Own defined validation reviews from scoping through to analysis, reporting and closure.
• Apply independent testing, benchmark or challenger analyses on models.
• Assess model design, data, assumptions, implementation, performance and limitations.
• Draft and present findings to model owners and senior stakeholders.
• Support action closure and improve validation methods, tools and automation across areas.

Skills

Model validation

Quantitative risk

Programming (Python)

SQL

Communication skills

Tools

Python

SQL

SAS

R

Job description

Leeds Building Society is seeking a Senior Model Validation Analyst to join our Prudential & Enterprise Risk team. You will take ownership of validation reviews across credit and non-credit models, applying independent testing to ensure models are robust and fit for purpose.

You will build relationships with model owners and stakeholders, draft clear conclusions, and help improve validation methods, tools, data and automation across IRB, IFRS 9, capital, liquidity and other areas.