Hybrid Junior Quantitative Analyst – Credit Risk Model Validation

at SEB

• Job title: Junior Quantitative Analyst – Credit Risk Model Validation
• Job type: Full Time
• Experience level: Junior
• Salary: €2,700 - €3,900 per month
• Degree requirement: Bachelor's Degree
• Tech skills: Python
• Location requirements: Hybrid, Vilnius, Lithuania

About the role

• Junior Quantitative Analyst responsible for validating credit risk models at SEB Group. Collaborate closely with teams to ensure quality in model assessment and insights delivery.

Responsibilities

• Supporting model performance testing from both quantitative and qualitative perspectives, under the guidance of senior team members
• Assisting in the assessment of risk model design and methodology
• Helping interpret test results and contributing to the generation of insights
• Contributing to the preparation of interactive reports that consolidate analysis
• Participating in the presentation of validation results to stakeholders, with support from experienced colleagues
• Assisting in the development of methodologies and advanced tools to improve the model review process
• Supporting SEB Group CRO organization in risk measurement-related high-scale projects, as part of a collaborative team.

Requirements

• An academic background in statistics, mathematics, data science, econometrics, physics, engineering, or a related field
• Up to 3 years of work experience in data analysis or credit risk modelling/validation (internships or academic projects also considered)
• Knowledge of statistical/programming tools (R, Python) and data handling skills
• Eagerness to learn, take initiative, and deliver high-quality work
• Analytical mindset with a willingness to grow into strategic thinking
• A collaborative team player, open to feedback and growth
• Good communication and writing skills (English is the main working language).

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.