🕒 yesterday
You will manage complex deals and develop standardized processes to scale revenue while ensuring financial discipline and risk management across teams.
Quantitative Analyst in Market Risk Model Validation | SEB, Vilnius
🕒 2 days ago
Financial Risk ModelingVarPFEIRRBB
📜 Description
- Join a professional team within the Model Risk organization focused on financial risk models like VaR, PFE, IRRBB, CaR, and ILAAP.
- Conduct in-depth reviews to verify adherence to business and regulatory requirements.
- Test model assumptions and performance while assessing infrastructure.
- Investigate requirements and consolidate analysis into validation reports.
- Present results to Group Management and develop advanced tools for process improvement.
🛠️ Requirements
- An academic background in finance, mathematics, physics, engineering, or a related quantitative field.
- Proven experience in modeling and/or measuring risk of financial products.
- Proficiency in handling larger datasets (e.g., SQL) and statistical programming (Python, R).
- A proactive approach to taking ownership and delivering high-quality work efficiently.
- Excellent English communication skills to collaborate effectively with colleagues.
✨ Benefits
- Long-term stability
- International opportunities and working environment
- Friendly and welcoming culture
- Extensive training and learning opportunities
- Work-life balance
Full job description
Join us in shaping a sustainable future by ensuring the quality of critical financial risk models. Be part of a collaborative team that delivers world-class insights to Group Committees and drives innovation in financial markets.
At SEB Global Services, we strongly aim to accelerate the pace towards a sustainable future. As a part of SEB Group, we are supporting SEB to become a leader in efficiency and innovation by providing world-class services for its global customers and business divisions. If you want to be part of a collaborative environment, build strong relationships, and be empowered to grow, we will be a good fit!
About the role:
You will join a professional team within our Model Risk organization, dedicated to ensuring the quality of models for financial risks like VaR, PFE, IRRBB, CaR, and ILAAP. We conduct in-depth reviews, verifying adherence to business and regulatory requirements, and investigating model methodologies to provide crucial insights to Group Committees. Based in Vilnius, you will collaborate closely with experienced CRO Function professionals across Nordic and Baltic countries. Your responsibilities include testing model assumptions and performance, assessing infrastructure, investigating requirements, consolidating analysis into validation reports, presenting results to Group Management, and developing advanced tools for process improvement.
To thrive in this role, we believe you have:
• An academic background in finance, mathematics, physics, engineering, or a related quantitative field.
• Proven experience in modeling and/or measuring risk of financial products.
• Proficiency in handling larger datasets (e.g., SQL) and statistical programming (Python, R).
• A proactive approach to taking ownership and delivering high-quality work efficiently.
• Excellent English communication skills to collaborate effectively with colleagues.
What we offer:
• Long-term stability
• International opportunities and working environment
• Friendly and welcoming culture
• Extensive training and learning opportunities
• Work-life balance
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