Hybrid Quantitative Analyst I

Posted last month

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About the role

  • Quantitative Analyst developing credit risk models in the Non-Retail Credit Risk Modelling team at SEB. Engaging in data analysis and collaborating across bank stakeholders in a supportive environment.

Responsibilities

  • Develop, enhance and maintain credit risk models
  • Conduct data collection, analysis, and model parameterization
  • Document model assumptions, accuracy, and data requirements
  • Participate in regulatory and internal model development projects
  • Develop strong relationships with stakeholders and present analysis and results to them
  • Support models' implementation in production and contribute to documentation and governance processes

Requirements

  • A Master’s degree within a quantitative field, including but not limited to Statistics, Mathematics, Finance, Economics and/or Engineering
  • Strong analytical and problem-solving skills
  • Hands-on experience working with data, analysis and modelling
  • Proficiency in Programming – especially Python, SAS and SQL is an advantage
  • Knowledge in credit risk modelling (e.g., PD, LGD and EAD) is an advantage
  • Understanding of credit risk related legislation and supervisory guidelines (e.g., CRR and CRD) is an advantage
  • Strong communication skills in English, both spoken and written; knowledge of Swedish is an advantage

Benefits

  • Professional development opportunities
  • Supportive and intellectually stimulating environment
  • Background checks including identity control and verification of qualifications

Job title

Quantitative Analyst I

Job type

Experience level

Mid levelSenior

Salary

Not specified

Degree requirement

Postgraduate Degree

Tech skills

Location requirements

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