Quantitative Risk Analyst

SEB
Stockholm
Workplace: OnsiteFull timeFunction: Capital Markets, Trading & QuantSkills: ["Communication","Data curiosity","Problem-solving"]

Join SEB’s Credit Risk team to develop, review, and improve credit risk models that support business and regulatory decisions. You’ll use advanced analytics and techniques (including mathematical, statistical, and machine learning approaches) to analyze large datasets, create risk factors, and communicate model insights. The role also includes monitoring and back-testing model performance, collaborating across the bank, and contributing to data-quality and regulatory projects.

Loading

Loading job details...

Preparing the role view and application actions.

FursaFursa
SEB
SEB
2 weeks ago

Quantitative Risk Analyst

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI
Last checked: 19 hours agoStatus: Live

Job Summary

Join SEB’s Credit Risk team to develop, review, and improve credit risk models that support business and regulatory decisions. You’ll use advanced analytics and techniques (including mathematical, statistical, and machine learning approaches) to analyze large datasets, create risk factors, and communicate model insights. The role also includes monitoring and back-testing model performance, collaborating across the bank, and contributing to data-quality and regulatory projects.
Location: Stockholm
Workplace: Onsite
Employment Type: Full time
Job Function: Capital Markets, Trading & Quant
Seniority: Mid level

Key Responsibilities

  • •Develop and review credit risk models aligned with banking regulations and business needs.
  • •Perform modelling using ready-made tools, focusing on modelling rather than coding.
  • •Collaborate with business areas to provide insights into data and explain model outputs.
  • •Monitor and back-test credit risk models to ensure accuracy and regulatory compliance.
  • •Contribute to projects related to data quality and regulatory topics within credit risk.

Key Requirements

  • •Strong background in mathematics, statistics, econometrics, finance, or related quantitative fields.
  • •Experience with programming languages such as Python and SAS.
  • •Curiosity for data and ability to work with large datasets using statistical software and data visualization tools.
  • •Good communication skills to convey complex technical concepts and insights to diverse stakeholders.
  • •Nice to have: experience in model development/review for credit risk and familiarity with PD/LGD/CCF and IRB approaches.
Skills:CommunicationData curiosityProblem-solving
Tech Stack:PythonSAS

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