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 Quantitative Data Analyst your primary focus will be on retrieving, preparing, analysing, and interpreting data used throughout the validation process. You will help ensure data quality through structured DQ checks, reconciliations, and standardised datasets, while contributing to consistent data definitions, metadata management, and well‑documented data usage. Alongside analytical work, you will support the development of validation infrastructure by contributing to automation, reusable functions, reporting templates, and coding standards. You’ll be empowered to introduce new validation tools or enhance existing ones, driving innovation and efficiency. Work will be organized in small, project-driven sub-teams within a fast-paced and supportive environment that fosters 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.