Retail Credit Risk Quantitative Analyst

Do you believe that good quality data is the key to most of the things we do?

The Credit Risk team is part of Group Risk and the wider CRO organization in SEB. Credit Risk covers IRB, IFRS9 and stress testing models across all jurisdictions and legal entities of SEB Group. As a quant risk analyst in the Retail Credit Risk team you will be covering data, monitoring, reporting and modelling issues for the retail segment that consists of small corporate and private individual lending exposures.

About the role

The position covers the full stack of credit risk quantitative analysis including:

• Structured data management and analysis, working with large datasets

• Supporting the team as well as business, credit analysis and other teams, with data driven insights and recommendations to stakeholders

• Upholding and improving data quality control framework, representing credit risk quantification in group functions involved in data quality

• Identifying data deficiencies and contributing to designing solutions to address such deficiencies (from input to IT development requirements to design of regular controls for ensuring adequate data quality)

• Interaction with control functions and IT development, specification of IT development requirements

• Documentation and regulatory interaction

• Responsibilities and tasks within the role of a data steward

To thrive in this role, we believe you have

To thrive in this role, we believe you are a team player with an analytical and strategic mindset with the ability to transform theory into concrete action.

• High integrity and ethical standards

• True interest in what data can tell you, and drive for continuous improvement of data quality, including improving data frameworks to support that drive

• Excellent analyst skills, hands-on experience with extraction and visualization of insights from large datasets and long timeseries

• Proven communication and presentation skills, excellent ability to present complex and technical matters to both non-specialists and specialists is essential

• Good Python and SQL skills, knowledge of SAS is an advantage

• Visual Analytics tools experience is an advantage

• Knowledge of IRB models and regulatory frameworks is an advantage

• Excellent written and spoken English is critical, good knowledge of Swedish will be an advantage.

What we offer

• Friendly and welcoming culture

• Challenging and interesting projects at the forefront of credit risk modelling

• Attractive compensation and benefits.

Ready to take the next step on your career journey?

Attach your CV and a personal letter describing yourself and how you can contribute to the Credit Risk team. Since we select candidates continuously, feel free to send in your application today, but no later than 22 of September 2024. If you have questions about the position, please contact Indra Wilson, Head of Retail Credit Risk modelling team, by mail indra.wilson@seb.se.

Learn more about working at SEB www.sebgroup.com/career

It is our fundamental belief that inclusion and diversity is crucial for our future success. We strive to have an inclusive, value-driven culture where employees feel valued, respected and involved irrespective of who they are, what they believe or where they come from.