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SEB

Quantitative Analyst – Market Risk Model Validation

SEB

. Ensure the quality of models for financial risks including VaR, PFE, IRRBB, CaR, and ILAAP.

Posted 9/24/2026full-timeVilnius • LithuaniaMid-LevelSenior💰 €2,700 - €5,650 per monthWebsite

Core Competencies

Role fit
Core Competencies

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Demonstrates expertise in financial risk modeling, including VaR, PFE, and IRRBB, while ensuring compliance with regulatory standards. Proficient in statistical programming and data analysis to enhance model validation and process improvement.

Highest-signal resume keywords
Financial Risk ModelingStatistical Programming (Python, R)Data Handling (SQL)Model ValidationRegulatory Compliance

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills
Financial Risk ModelingStatistical ProgrammingData AnalysisModel ValidationRisk MeasurementModel Assumption TestingQuantitative AnalysisProcess ImprovementModel Infrastructure AssessmentValidation Reporting
Soft Skills
Proactive OwnershipEffective Communication
Industry Keywords
VaRPFEIRRBBCaRILAAPCRO FunctionNordic and Baltic Countries

Tech Stack

Tools & technologies
PythonSQL

About the role

Key responsibilities & impact
  • Ensure the quality of models for financial risks including VaR, PFE, IRRBB, CaR, and ILAAP.
  • Conduct in-depth model reviews and verify adherence to business and regulatory requirements.
  • Investigate model methodologies and provide insights to Group Committees.
  • Test model assumptions and performance.
  • Assess model infrastructure.
  • Investigate requirements.
  • Consolidate analysis into validation reports.
  • Present results to Group Management.
  • Develop advanced tools for process improvement.
  • Collaborate with CRO Function professionals across Nordic and Baltic countries.

Requirements

What you’ll need
  • An academic background in finance, mathematics, physics, engineering, or a related quantitative field.
  • Proven experience in modeling and/or measuring risk of financial products.
  • Proficiency in handling larger datasets (e.g., SQL) and statistical programming (Python, R).
  • A proactive approach to taking ownership and delivering high-quality work efficiently.
  • Excellent English communication skills to collaborate effectively with colleagues.

Benefits

Comp & perks
  • Long-term stability
  • International opportunities and working environment
  • Friendly and welcoming culture
  • Extensive training and learning opportunities
  • Work-life balance
  • Modern offices with work and leisure areas, including a gym, library, game room, and roof terrace