Om denna position

Understanding and measuring credit risk is the core of banking, and as a part of our highly skilled quant team you will be able to contribute to improving our credit risk analytical and measurement capabilities.

Since SEB was founded in 1856, our focus on customers and long-term relationships has been at the heart of our success. We aim to drive positive change by providing capital to help everyone reach their goals and accelerate progress towards a sustainable tomorrow. As a leading financial services group in northern Europe, we'll help you grow and empower you to take on more responsibility to create a real difference. Welcome to SEB.

About the role

You will be a part of a diverse and professional team within SEB Group CRO organization that develops and maintains methods and models for credit risk quantification and credit risk stress testing. Our models are used for measuring credit risk for accounting and capital requirements purposes and are to a large extent regulatory driven. We follow and present model changes results through the internal decision bodies at Group level as well as to supervisors.

You will be retrieving, analysing, and interpreting data from various sources, assessing alternative model solutions quantitatively and qualitatively, as well as taking part in model framework development and automatization. You will have empowerment to organize your work individually but will also work in small sub-teams.

The team is located in Solna, but you will work in close interaction with experienced risk professionals in the SEB organization across Nordic and Baltic countries.

As a Quantitative Analyst, you will be responsible for:

• Developing and evaluating alternative methodologies and models.

• Anchoring models and results with key stakeholders.

• Preparing and presenting deliveries for validation, audit and supervisory reviews, and to internal decision venues.

• Support SEB Group CRO organization in risk measurement related projects.

To thrive in this role, we believe you have

• An academic background in statistics, mathematics, data science, econometrics, physics, engineering or similar.

• 4 and more years work experience in credit risk data analysis, credit risk modelling or credit risk stress testing.

• Good understanding of credit risk data, regulations such as CRR III, CaR and IFRS 9, and supervisory reporting requirements e.g ICAAP and EBA Stress Test.

• Good statistical/programming knowledge, preferably in SAS (Python and R are also relevant) and data handling skills.

• Willingness to take on ownership and to deliver good quality work on time.

• Analytical and strategic mindset with the ability to transform theory into concrete action.

• Proactive and constructive team player, ready to share experience and ideas.

• Good writing and communication skills (English is the main working language).

What we offer

• Entrepreneurial Scandinavian environment.

• International opportunities and working environment.

• Attractive compensation and access to SEB staff banking with exclusive benefits.

• Agile and modern ways of working.

• A flat hierarchy and openness to share ideas, opinions and points of views.

• Remote working possibilities and flexible work schedule.

Ready to take the next step on your career journey?

Welcome to our inclusive culture, where our shared values inspire and uplift our team. We celebrate diversity and strive to ensure every employee feels seen, heard, and valued.

Since we select candidates continuously, feel free to send in your application today, but no later than July 31st 2025. If you have questions about the position, please contact Jonas Rengård, jonas.rengard@seb.se +46 70 763 80 84

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.