Quantitative Analyst in Market Risk Model Validation | SEB, Vilnius

SEB
Vilnius
Workplace: HybridFull timeEUR 2,700 - 5,650 monthlyFunction: Capital Markets, Trading & QuantSkills: ["Ownership","Proactive","Communication","Collaboration","High-quality delivery"]

Join the Model Risk organization in Vilnius to validate financial risk models used for VaR, PFE, IRRBB, CaR, and ILAAP. You will test assumptions and performance, assess model infrastructure, investigate methodologies, and consolidate findings into validation reports for Group Committees and Group Management. Collaborate with CRO-function professionals across Nordic and Baltic countries and develop advanced tools to improve validation processes.

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FursaFursa
SEB
SEB
22 hours ago

Quantitative Analyst in Market Risk Model Validation | SEB, Vilnius

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Source: Company careers pageValidated by: Fursa AI
Last checked: 11 hours agoStatus: Live

Job Summary

Join the Model Risk organization in Vilnius to validate financial risk models used for VaR, PFE, IRRBB, CaR, and ILAAP. You will test assumptions and performance, assess model infrastructure, investigate methodologies, and consolidate findings into validation reports for Group Committees and Group Management. Collaborate with CRO-function professionals across Nordic and Baltic countries and develop advanced tools to improve validation processes.
Location: Vilnius
Workplace: Hybrid
Employment Type: Full time
Job Function: Capital Markets, Trading & Quant
Seniority: Mid level

Key Responsibilities

  • •Validate market risk models by testing model assumptions, performance, and adherence to business and regulatory requirements.
  • •Assess model infrastructure and investigate model methodologies to support validation outcomes.
  • •Consolidate analysis into validation reports and present results to Group Management.
  • •Collaborate with CRO Function professionals across Nordic and Baltic countries within the Model Risk organization.
  • •Develop advanced tools to improve the validation process and delivery of insights.

Pay and Benefits

Salary: EUR 2,700 - 5,650 monthly

Key Requirements

  • •Academic background in finance, mathematics, physics, engineering, or a related quantitative field.
  • •Proven experience modeling and/or measuring risk of financial products.
  • •Proficiency handling larger datasets (e.g., SQL) and statistical programming (Python, R).
  • •Proactive ownership to deliver high-quality work efficiently.
  • •Excellent English communication skills to collaborate effectively with colleagues.
Skills:OwnershipProactiveCommunicationCollaborationHigh-quality delivery
Languages:English
Tech Stack:SQLPythonR

Company Brief

SEB
SEB (Skandinaviska Enskilda Banken) is a leading Nordic financial group offering corporate and institutional banking, wealth management, private banking, and asset management services to businesses and private customers across the Nordic and Baltic regions.
Industry: Banking
Company Size: Enterprise (1,001+ employees)
Revenue: USD 1B+
Growth: Public Company
Valuation: Public Company (Market Cap in USD)
Funding: IPO / Publicly Listed
Headquarters: Stockholm, Sweden
Founded: 1856
WebsiteLinkedIn