Developing methodologies and advanced tools to improve model review process
Testing model performance both from quantitative and qualitative perspectives
Assessing risk model design and methodology
Interpreting results of the tests performed and providing the insights
Consolidating your analysis in interactive reports
Presenting validation results to interested parties and management
Support SEB Group CRO organization in risk measurement related high scale projects

An academic background in statistics, mathematics, data science, econometrics, physics, engineering or similar
3 and more years work experience in data analysis or credit risk modelling/validation
Good statistical/programming knowledge (R, Python) and data handling skills
Willingness to take on ownership and to deliver good quality work on time
Analytical and strategic mindset with the ability to transform theory into concrete action
Proactive and constructive team player, ready to share experience and ideas
Good writing and communication skills (English is the main working language).

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.

Quantitative Analyst, Credit Risk Model Validation

Key skills