Senior Quantitative Analyst, Credit Risk Model Validation

Role Overview

• 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.
• You will lead or independently perform data retrieval, analysis, and interpretation from diverse sources, assess model performance from both quantitative and qualitative perspectives, and drive the development of model validation frameworks and automation of validation processes to ensure robust, insightful and high-quality analyses.
• You’ll be empowered to introduce new validation tools or enhance existing ones, fostering innovation and efficiency. Work is organized in small, project-driven sub-teams within a fast-paced and supportive environment that encourages creativity, autonomy, and professional growth.

Requirements

• A strong academic background in statistics, mathematics, data science, econometrics, physics, engineering, or a related field
• 5+ years of experience in data analysis, credit risk modelling, or model validation
• Proficiency in statistical/programming tools (R, Python) and advanced data handling skills
• Proven ability to take ownership and deliver high-quality work independently
• Strategic and analytical mindset with the ability to translate theory into impactful solutions
• A proactive and collaborative team player, eager to share expertise and mentor others
• Excellent communication and writing skills (English is the main working language).

Tech Stack

• Python

Benefits

• Entrepreneurial Scandinavian environment: international working environment, empowering culture, friendly and welcoming teammates.
• Growth culture: opportunity to grow professionally by contributing to large-scale, high-impact initiatives, local and international internal mobility possibilities, put an impact on social or environmental issues.
• Modern environment: innovative company in forefront of technology, challenging, cutting-edge work, excellent office environment, agile and modern ways of working.
• Additional monetary benefits: paid seniority vacation and volunteering days, allocations to Your pension fund, profit sharing programme, and additional health insurance.