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# Senior Decision Scientist - Validation

- **Company:** Harnham
- **Location:** London, United Kingdom
- **Experience:** Expert
- **Salary:** £60,000 - £80,000
- **Contract:** Permanent contract
- **Skills:** Data Analysis, Python (Programming Language), Machine Learning, SQL Databases, Feature Engineering, Model Validation
- **Published:** November 3, 2026
- **Apply:** https://www.reed.co.uk/jobs/senior-decision-scientist-validation/57518448

## About the Role

SQL Databases, Campaign Strategy, * 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, * Campaign Strategy
 * Commercial Knowledge
 * Credit Risk Analysis
 * Data Analysis (Administration)
 * Data Science (Master)
 * Leadership and Management (Certhe)
 * Python Programming (Beginner)
 * Resource Forecasting & Planning
 * SQL Databases
 * Stakeholder Management (Business)

## Description

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., 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.