About the job

SEB is a leading northern European financial services group with a high focus on risk identification, measurement, monitoring, and governance. Banking is transforming at pace, our talented and rapidly expanding quant team is committed to innovation, excellence, and fostering a strong risk culture. Does that sound like a fit for you?

About the role:

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. We are presenting insights and proposing recommendations to the SEB Group CRO management as well as are closely working with the model developers, owners, users, and other key stakeholders.

As a Team Manager, you will lead a team of experts dedicated to strengthening the foundations of credit risk model validation. You will foster a collaborative and forward-thinking environment where innovation, technical excellence, and continuous improvement are central. Your focus will be on developing robust validation methodologies, advancing automation and data infrastructure, and ensuring alignment with regulatory expectations. Through close collaboration with validation execution teams and stakeholders across the organization, you will play a key role in enabling high-quality, efficient, and consistent model validation practices across SEB Group.

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

As an Infrastructure and Methodology Team Manager, you will be responsible for:

Leading the enhancement of validation methodologies to ensure they are robust, transparent, and aligned with regulatory expectations and internal governance frameworks
Ensuring validation methodologies comply with ECB, EBA, Basel standards, internal policies, and audit requirements
Overseeing the development and maintenance of validation platforms, automation tools, and data pipelines to support efficient and consistent model validation execution
Managing the preparation of data samples and data quality checks to enable effective and reliable model validation
Supporting regulatory reviews and audits by ensuring transparent documentation and effective communication of validation methodology, infrastructure and data
Fostering collaboration with validation execution teams and relevant stakeholders
Providing training and methodological guidance to validation staff, promoting consistency, technical excellence, and knowledge sharing across teams
Fostering development within the team through knowledge sharing, training, and staying current with industry trends and regulatory developments
Driving innovation in validation processes through automation, benchmarking, and adoption of best practices, while monitoring industry trends and emerging technologies

Who we are looking for:

At least 5 years of experience in the financial sector, including a minimum of 2 years of hands-on work with Credit Risk IRB models with a strong focus on methodology, data, or infrastructure
Understanding of regulatory requirements for credit risk models (e.g., CRR, EBA guidelines, EGIM) and experience supporting audits or supervisory reviews
Leadership skills with the ability to guide and develop a team of technical experts, manage priorities, and foster a collaborative, high-performance culture
A strategic and analytical mindset, with the ability to translate complex technical concepts into practical solutions
A solid background in quantitative risk, data engineering, or financial analytics, with experience in designing methodologies, building infrastructure, or supporting model lifecycle processes within a regulated financial environment
Professional experience in cross-functional roles involving credit risk, data management, or technology-driven process improvement, ideally with exposure to model validation, regulatory compliance, or automation initiatives
Strong verbal and written communication skills in English, with the ability to engage effectively with stakeholders across various functions and levels of seniority
A proactive and innovative approach, with a strong commitment to quality, consistency, and continuous improvement
Based in Vilnius, with the ability to work on-site at least 60% of the time to support collaboration and team engagement

What we offer:

Entrepreneurial Scandinavian environment: international working environment, empowering culture, friendly and welcoming team.
Growth culture: leadership development programs, 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.

Do you want to be a part of SEB?

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.

We are looking forward to your application by November 14, 2025.

Since we select candidates continuously, feel free to send in your application before the deadline.

Learn more about working at SEB here: https://www.seb.lt/en/gs

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.

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