Risk Officer, Quantitative Risk Modelling
SEB
full-time
Posted on:
Location Type: Hybrid
Location: Vilnius • 🇱🇹 Lithuania
Visit company websiteSalary
💰 €3,650 - €6,550 per month
Job Level
Mid-LevelSenior
Tech Stack
PythonSQL
About the role
- Develop and maintain predictive credit risk models, ensuring alignment with SEB’s methodology and regulatory requirements
- Collaborate across teams to provide analytical insights, support IT implementation, monitor models, and contribute to data quality initiatives in the credit risk area
Requirements
- 5+ years of experience in banking, with strong knowledge of credit risk modelling
- Strong data analysis skills, high accuracy, attention to detail, and ability to present complex topics simply to various stakeholders
- Understanding of regulatory requirements and supervisory expectations for IRB banks
- Understanding their interplay with IFRS9 ECL modelling framework and Pillar II area is a significant advantage
- Goal-driven, proactive, with good cooperation skills and a strong sense of responsibility
- Delivery-oriented mindset, with initiative and ability to address challenges in a high-intensity environment
- A degree in a quantitative area (Data Science, Mathematics, Statistics/Econometrics, Quantitative Economics, Physics, or Economics/Finance with strong quantitative skills)
- Strong programming skills in Python, R, SQL, and understanding of latest code versioning practices
- Excellent communication skills in English
Benefits
- Being a part of a Baltic team with dedicated and experienced colleagues
- Cooperation with various units of SEB bank and long-term career and development possibilities within the bank
- Opportunity to take part in important development projects in the Baltics
- Challenging, creative and high responsibility tasks, possibility to gain valuable experience and self-development
- Dynamic environment, friendly and welcoming culture
- Extensive training and learning opportunities
- Attractive compensation, health insurance, other employee benefits
- Flexible work environment, opportunity to work partly remotely
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
credit risk modellingdata analysisPythonRSQLIFRS9 ECL modellingPillar IIquantitative analysiscode versioning practices
Soft skills
attention to detailcommunication skillscooperation skillsgoal-drivenproactivedelivery-orientedinitiativeresponsibilityability to present complex topics simply