Senior Quantitative Analyst in Credit Risk… at SEB bankas · Vilnius

SEB is a leading northern European financial services group with a high focus on risk identification, measurement, monitoring, and governance. Banking is transforming at pace, our talented and rapidly expanding quant team is committed to innovation, excellence, and fostering a strong risk culture. Does that sound like a fit for you? What you will be doing You will be a part of a professional team within SEB Group CRO organization that ensures quality of models used for measuring credit risk. We conduct in-depth reviews of the models to ensure quality performance by assessing model design and modelling methodologies, performance from the statistical point of view, data quality, implementation, regulatory compliance, and usage. We are presenting insights and proposing recommendations to the SEB Group CRO management as well as are closely working with the model developers, owners, users, and other key stakeholders. You will lead or independently perform data retrieval, analysis, and interpretation from diverse sources, assess model performance from both quantitative and qualitative perspectives, and drive the development of model validation frameworks and automation of validation processes to ensure robust, insightful and high-quality analyses. You’ll be empowered to introduce new validation tools or enhance existing ones, fostering innovation and efficiency. Work is organized in small, project-driven sub-teams within a fast-paced and supportive environment that encourages creativity, autonomy, and professional growth. The team is located in Vilnius, but you will work in close interaction with the experienced professionals in SEB Group CRO organization across Nordic and Baltic countries. SEB is a leading northern European financial services group with a high focus on risk identification, measurement, monitoring, and governance. Banking is transforming at pace, our talented and rapidly expanding quant team is committed to innovation, excellence, and fostering a strong risk culture. Does that sound like a fit for you? What you will be doing You will be a part of a professional team within SEB Group CRO organization that ensures quality of models used for measuring credit risk. We conduct in-depth reviews of the models to ensure quality performance by assessing model design and modelling methodologies, performance from the statistical point of view, data quality, implementation, regulatory compliance, and usage. We are presenting insights and proposing recommendations to the SEB Group CRO management as well as are closely working with the model developers, owners, users, and other key stakeholders. You will lead or independently perform data retrieval, analysis, and interpretation from diverse sources, assess model performance from both quantitative and qualitative perspectives, and drive the development of model validation frameworks and automation of validation processes to ensure robust, insightful and high-quality analyses. You’ll be empowered to introduce new validation tools or enhance existing ones, fostering innovation and efficiency. Work is organized in small, project-driven sub-teams within a fast-paced and supportive environment that encourages creativity, autonomy, and professional growth. The team is located in Vilnius, but you will work in close interaction with the experienced professionals in SEB Group CRO organization across Nordic and Baltic countries.