Quantitative Analyst to the IFRS 9 team

SEB
Stockholm
Workplace: HybridFull timeFunction: Capital Markets, Trading & QuantSkills: ["Quantitative analysis","Analytical thinking","Communication","Collaboration","Delivery-oriented"]

Develop and enhance IFRS 9 Expected Credit Loss (ECL) models within SEB’s Credit Risk ECL team. Perform quantitative analysis to evaluate model performance, support calibration, and manage overlays. Build analytical tools and data solutions, and help integrate models into reporting processes. The role blends hands-on model development with data-driven tooling, providing central impact on IFRS 9 model development across the bank.

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FursaFursa
SEB
SEB
1 month ago

Quantitative Analyst to the IFRS 9 team

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Last checked: 8 hours agoStatus: Live

Job Summary

Develop and enhance IFRS 9 Expected Credit Loss (ECL) models within SEB’s Credit Risk ECL team. Perform quantitative analysis to evaluate model performance, support calibration, and manage overlays. Build analytical tools and data solutions, and help integrate models into reporting processes. The role blends hands-on model development with data-driven tooling, providing central impact on IFRS 9 model development across the bank.
Location: Stockholm
Workplace: Hybrid
Employment Type: Full time
Job Function: Capital Markets, Trading & Quant
Seniority: Mid level

Key Responsibilities

  • •Develop, enhance, and maintain IFRS 9 ECL models and methodologies
  • •Analyse model performance and support calibration, including overlays
  • •Build analytical tools and data solutions
  • •Support integration of models into reporting processes

Key Requirements

  • •Experience in credit risk modelling, including IFRS 9 and ECL
  • •Strong quantitative and analytical skills focused on model development
  • •Experience working with data and tools such as SQL, SAS, or Python
  • •Structured, proactive, and delivery-oriented approach with ability to communicate complex modelling topics clearly
  • •Ability to collaborate in a supportive team environment
Experience:Credit riskIFRS 9Expected credit lossModel developmentBankingRisk modelling
Skills:Quantitative analysisAnalytical thinkingCommunicationCollaborationDelivery-oriented
Tech Stack:SQLSASPython

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