Performing independent qualitative and quantitative validation of financial crime risk models, covering model design, data, methodology, implementation, and use
Assessing model performance using statistical testing, benchmarking, sensitivity analysis, and outcome analysis
Evaluating data quality, assumptions, limitations, and sources of model risk
Translating complex quantitative results into clear insights and actionable recommendations for senior management and model stakeholders
Contributing to the continuous development and automation of the FCP Model Validation framework, tools, and methodologies
Preparing high-quality validation reports aligned with regulatory expectations
Collaborating closely with model developers, model owners, compliance, and risk stakeholders across the Nordics, Baltics, and other countries where SEB Group operates

Strong academic background in mathematics, statistics, econometrics, data science, engineering, physics, finance, or a related quantitative field.
Solid experience working with data and quantitative analysis (e.g. R or Python, SQL, Git).
Interest in model validation, model risk, and the regulatory use of models.
Ability to critically assess models and data.
Strong analytical mindset combined with the ability to clearly explain results to non‑technical audiences.
Proactive, independent, and quality‑driven team player.
Previous experience in ML/TF, financial crime, risk management, or regulated financial services is an advantage but not a requirement.

A key role in an independent Model Risk function with high visibility and impact.
Exposure to a wide range of financial crime risk models across SEB Group.
A strong learning environment with continuous development in quantitative methods, regulation, and model risk management.
Flexible hybrid working model and focus on work–life balance.
Attractive benefits package and additional days off.
Inclusive, international, and value‑driven work culture.

Quantitative Analyst – FCP Model Validation

Key skills