Quantitative Analyst in Market Risk Model Validation hos SEB

Become part of a highly-skilled team

You will be a part of a professional team within Group Risk organization that ensures quality of models used for measuring risks arising from trading and acting in financial markets (VaR, PFE, IRRBB, CaR and others). We conduct in-depth reviews of the models making sure they are living up to the business and regulatory requirements, investigate implications of the methodologies used for modelling, provide insights to Group Risk management. The team is located in Vilnius, but you will work in interaction with the experienced professionals in Group Risk across Nordic and Baltic countries. Your primary responsibilities will include:
  • Testing model assumptions, performance, implementation
  • Assessing overall model infrastructure
  • Investigating regulatory and business requirements for the model
  • Consolidating your analysis into validation reports
  • Presenting validation results to Group Risk Management
  • Develop advanced tools to improve regular model review processes.

You’ll be the right fit if you are:

  • Have an academic background in finance, mathematics, physics, engineering or similar
  • Have at least 3 years of experience in modeling and/or measuring risk of financial products
  • Proficient in programming (SQL, Python, C++) and/or statistical software (Python, R)
  • Willing to take on ownership and to deliver good quality work on time
  • Excited to share your experience with colleagues
  • Excellent in English.

Benefits we offer:

  • Entrepreneurial environment
  • Extensive training and learning opportunities
  • Work-life balance
  • Wellness benefits
  • Comprehensive health insurance and more.

Learn more about our recruitment process, culture and benefits package here.
Ready to join? Send in your application by January 25, 2021.
Monthly salary range for this position: 2300 EUR - 3500 EUR (before tax deduction). The final offer will depend on the experience and competencies of the selected candidate.
Overall remuneration package consists of the salary together with other benefits.

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