Join SEB’s Group Risk team to develop cutting-edge risk models and leverage advanced technology.
Contribute to the development, maintenance, and enhancement of innovative models across diverse asset classes.
Tackle challenges like market risk and regulatory capital models.
Collaborate closely with stakeholders across SEB.

A Master’s degree in a quantitative field (e.g., mathematics, physics, computer science, or similar).
Proven experience in quantitative modeling, an understanding of financial products, and strong analytical depth.
Proficiency in programming languages (e.g., Python, C#, Java, with SQL as an advantage) and experience with analytical tools (e.g., R, MatLab, SciLab, Stata, SAS).
Fluency in English, both written and spoken.
An independent, methodical, and collaborative approach.

Possibilities to reskill by shifting areas/departments and location.
Entrepreneurial Scandinavian environment.
International opportunities and working environment.
Attractive compensation and access to SEB staff banking with exclusive benefits.
Agile and modern ways of working.
A flat hierarchy and openness to share ideas, opinions and points of views.
Long-term stability and growth as a company.
Extensive training and learning opportunities.

Junior Quantitative Risk Analyst

Key skills