Hybrid Senior Quantitative Analyst, Credit Risk Model Validation

at SEB

• Job title: Senior Quantitative Analyst, Credit Risk Model Validation
• Job type: Full Time
• Experience level: Senior
• Salary: Not specified
• Degree requirement: Bachelor's Degree
• Tech skills: Python
• Location requirements: Hybrid, Stockholm, Sweden

About the role

• Senior Quantitative Analyst ensuring model quality for credit risk within SEB's CRO organization. Lead data analysis and collaborate with experienced professionals across Nordic and Baltic countries.

Responsibilities

• You will be a part of a professional team within SEB Group Chief Risk Officer (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 lead or independently perform data retrieval, analysis, and interpretation from diverse sources, assess model performance from both quantitative and qualitative perspectives.
• Drive the development of model validation frameworks and automation of validation processes to ensure robust, insightful and high-quality analyses.
• You’ll be empowered to introduce new validation tools or enhance existing ones, fostering innovation and efficiency.

Requirements

• A strong academic background in statistics, mathematics, data science, econometrics, physics, engineering, or a related field
• 5+ years of experience in data analysis, credit risk modelling, or model validation
• Proficiency in statistical/programming tools (R, Python) and advanced data handling skills
• Proven ability to take ownership and deliver high-quality work independently
• Strategic and analytical mindset with the ability to translate theory into impactful solutions
• A proactive and collaborative team player, eager to share expertise and mentor others
• Excellent communication and writing 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.