Quantitative Credit Risk Analyst

SEB
Stockholm
Workplace: HybridFull timeFunction: Capital Markets, Trading & QuantEducation: mastersSkills: ["Structured problem-solving","Analytical thinking","Collaboration","Clear communication","Ownership"]

Build and maintain non-retail credit risk models that underpin SEB’s risk management and capital framework. You’ll explore large datasets, develop model improvements for credit decisions, capital adequacy and pricing, and support regulatory and internal model development initiatives. Present findings to stakeholders across risk, business and credit, while contributing to production implementation, documentation and governance. The role sits within the CRO’s Non-Retail Credit Risk Modelling team in Stockholm.

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FursaFursa
SEB
SEB
1 year ago

Quantitative Credit Risk Analyst

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Last checked: 14 hours agoStatus: Live

Job Summary

Build and maintain non-retail credit risk models that underpin SEB’s risk management and capital framework. You’ll explore large datasets, develop model improvements for credit decisions, capital adequacy and pricing, and support regulatory and internal model development initiatives. Present findings to stakeholders across risk, business and credit, while contributing to production implementation, documentation and governance. The role sits within the CRO’s Non-Retail Credit Risk Modelling team in Stockholm.
Location: Stockholm
Workplace: Hybrid
Employment Type: Full time
Job Function: Capital Markets, Trading & Quant
Seniority: Mid level

Key Responsibilities

  • •Explore large, complex datasets to identify patterns and insights into credit risk behaviour.
  • •Develop, enhance, and maintain models supporting credit decisions, capital adequacy, and pricing strategies.
  • •Participate in regulatory and internal model development projects with quants and credit risk experts.
  • •Present analysis and findings to internal stakeholders across risk, business, and credit functions.
  • •Support production implementation, documentation, and governance to ensure models are used effectively.

Key Requirements

  • •Master’s degree in a quantitative field such as Statistics, Mathematics, Finance, Economics, Engineering, or similar.
  • •Hands-on experience working with data, analysis, and modelling.
  • •Proficiency in Python.
  • •Strong communication skills in English, spoken and written.
  • •Meritorious experience with SAS and/or SQL, and knowledge of credit risk modelling (PD, LGD, EAD) and regulations (CRR/CRD).
Experience:BankingCredit risk modelling
Education:Master's
Skills:Structured problem-solvingAnalytical thinkingCollaborationClear communicationOwnership
Languages:EnglishSwedish
Tech Stack:PythonSASSQLIRBIFRS9Stress testing

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