Quantitative 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 models by assessing model design, methodologies, statistical performance, data quality, implementation, regulatory compliance, and usage. We are provide insights and recommendations to the SEB Group CRO management as well as are closely working with the model developers, owners, users, and other key stakeholders. As a Quantitative Data Analyst, your primary focus will be on data analysis and interpretation, model evaluation from both quantitative and qualitative perspectives, and contributing to the development of model validation frameworks and automation initiatives. You will perform independent validations of credit risk models, assessing design, methodology, assumptions, implementation, performance, and monitoring processes. You'll have opportunities to suggest improvements to existing validation tools and will be empowered to introduce new approaches, methodologies, and automation solutions that drive innovation and efficiency in risk model validation. Work is organized in small, project-driven teams within a fast-paced and supportive environment that encourages creativity, autonomy, continuous learning, 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.