Junior Quantitative Analyst, Credit Risk Model Validation

Role Overview

• 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.
• You will support data retrieval, analysis, and interpretation from various sources, assist in evaluating model performance from both quantitative and qualitative perspectives, and contribute to the development of model validation frameworks and automation efforts.
• Work will be organized in small, project-driven sub-teams within a fast-paced and supportive environment that fosters creativity, autonomy, and professional growth.

Requirements

• An academic background in statistics, mathematics, data science, econometrics, physics, engineering, or a related field
• Up to 3 years of work experience in data analysis or credit risk modelling/validation (internships or academic projects also considered)
• Knowledge of statistical/programming tools (R, Python) and data handling skills
• Eagerness to learn, take initiative, and deliver high-quality work
• Analytical mindset with a willingness to grow into strategic thinking
• A collaborative team player, open to feedback and growth
• Good communication and writing skills (English is the main working language).

Tech Stack

• Python

Benefits

• Entrepreneurial Scandinavian environment: international working environment, empowering culture, friendly and welcoming teammates.
• Growth culture: opportunity to grow professionally by contributing to large-scale, high-impact initiatives, local and international internal mobility possibilities, put an impact on social or environmental issues.
• Modern environment: innovative company in forefront of technology, challenging, cutting-edge work, excellent office environment, agile and modern ways of working.
• Additional monetary benefits: paid seniority vacation and volunteering days, allocations to Your pension fund, profit sharing programme, and additional health insurance.