Junior Quantitative Data Analyst in Credit Risk Model Validation | SEB, 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 work closely with model developers, owners, users, management and other key stakeholders to provide insights and recommendations.

As a Junior Quantitative Data Analyst will primarily support the retrieval, preparation, analysis, and interpretation of data used throughout the validation process. You will assist in ensuring data quality by performing structured DQ checks, reconciliations, and working with standardized datasets, while following established data definitions, metadata practices, and documentation standards. You will also contribute to the development and maintenance of the validation infrastructure by supporting automation tasks, reusable functions, reporting templates, and coding standards under guidance from more senior team members. Over time, you will be encouraged to suggest improvements to existing tools and processes and to help implement enhancements that improve efficiency and consistency. Work is organized in small, project‑driven sub‑teams within a fast‑paced and supportive environment that promotes learning, collaboration, and gradual 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.