Hybrid Quantitative Data Analyst – Credit Risk Model Validation

at SEB

• Job title: Quantitative Data Analyst – Credit Risk Model Validation
• Job type: Full Time
• Experience level: Mid level, Senior
• Salary: €3,200 - €4,800 per month
• Degree requirement: Bachelor's Degree
• Tech skills: Python, SQL
• Location requirements: Hybrid, Vilnius, Lithuania

About the role

• Quantitative Data Analyst verifying models used in measuring credit risk. Collaborating within SEB's professional team in Vilnius and driving innovation in validation processes.

Responsibilities

• You will be a part of a professional team within SEB Group CRO organization that ensures quality of models used for measuring credit risk.
• We conduct in-depth reviews of the models to ensure quality performance by assessing model design and modelling methodologies, performance from the statistical point of view, data quality, implementation, regulatory compliance, and usage.
• You will help ensure data quality through structured DQ checks, reconciliations, and standardized datasets, while contributing to consistent data definitions, metadata management, and well‑documented data usage.
• You’ll be empowered to introduce new validation tools or enhance existing ones, driving innovation and efficiency.
• Work will be organized in small, project-driven sub-teams within a fast-paced and supportive environment that fosters creativity, autonomy, and professional growth.

Requirements

• An academic background in statistics, mathematics, data science, econometrics, physics, engineering or similar
• 3 and more year's work experience in data analysis or credit risk modelling/validation
• Good statistical/programming knowledge (R, SAS, SQL, Python) and data handling skills
• Hands‑on experience with large datasets, data warehouses.
• Ability to design or maintain DQ frameworks, reconciliation logic, and standardized data structures.
• Familiarity with integrating analytical tool outputs into structured reports.
• Willingness to take on ownership and to deliver good quality work on time
• Analytical and strategic mindset with the ability to transform theory into concrete action while maintaining documentation and coding standards.
• Proactive and constructive team player, ready to share experience and ideas.
• Good writing and communication skills (English is the main working language).

Benefits

• Entrepreneurial Scandinavian environment: international working environment, empowering culture, friendly and welcoming teammates.
• Growth culture: opportunity to grow professionally by contributing to large-scale, high-impact initiatives, local and international internal mobility possibilities, put an impact on social or environmental issues.
• Modern environment: innovative company in forefront of technology, challenging, cutting-edge work, excellent office environment, agile and modern ways of working.
• Additional monetary benefits: paid seniority vacation and volunteering days, allocations to Your pension fund, profit sharing programme, and additional health insurance.