Senior Decision Scientist - Validation
£60,000 - £80,000 | London

Are you a credit risk modelling specialist looking to move into a high-impact validation role within a fast-growing fintech? This is an opportunity to join a well-established business where data science and automated decisioning sit at the heart of the lending proposition. You'll play a key role in ensuring credit models remain robust, scalable and effective as the business continues to expand internationally.

THE COMPANY

This fintech organisation has a strong track record of growth, profitability and innovation. They have built a highly data-driven lending platform powered by machine learning and automated credit decisioning. This role offers the opportunity to influence model governance and validation standards within a business where analytical insights directly shape commercial outcomes.

THE ROLE
As a Senior Decision Scientist within the Model Validation team, you will be responsible for independently reviewing and challenging credit risk and decisioning models across the lending lifecycle.
Key responsibilities include:

• Leading end-to-end validation of credit risk, machine learning and decisioning models
• Assessing model methodology, assumptions, data quality, feature engineering and target definitions
• Evaluating model performance, calibration, stability and robustness across different portfolios and customer segments
• Designing and maintaining model calibration and risk segmentation frameworks
• Developing monitoring frameworks covering model performance, decision outcomes, portfolio trends and data quality
• Identifying and investigating model deterioration, implementation issues and portfolio performance changes
• Defining validation standards, controls and acceptance criteria for model changes and new developments
• Collaborating closely with Data Science, Risk and Analytics teams to ensure models remain fit for purpose
• This is an excellent opportunity to gain exposure to advanced machine learning models, automated underwriting and modern fintech credit risk practices while working in a highly visible role.

YOUR SKILLS AND EXPERIENCE

• Strong commercial experience in credit risk model validation
• Experience validating credit scoring, probability of default or related risk models
• Background within banking, lending, fintech or consulting environments
• Knowledge of consumer lending portfolios
• Experience assessing model performance, calibration and monitoring frameworks
• Strong Python skills for model analysis and validation work
• Excellent stakeholder management and communication skills
• Exposure to IFRS 9 modelling would be beneficial but is not essential
• Experience working with machine learning models within a regulated environment would be advantageous

SALARY AND BENEFITS

• Base salary of £60,000 - £80,000 depending on experience
• Hybrid working model with 3 days per week in the London office
• Pension scheme
• Comprehensive benefits package
• Opportunity to work with a high-performing analytics and risk team
• Clear progression opportunities within a growing data and decision science function

HOW TO APPLY
Please register your interest by sending your CV to Rachael through the Apply link.