Junior Quantitative Analyst, Credit Risk Model Validation

SEB

Junior Quantitative Analyst in SEB Group CRO organization ensuring the quality of models used for measuring credit risk. Supporting data analysis, retrieval, and contributing to model validation efforts.

Posted 5/12/2026full-timeVilnius • 🇱🇹 LithuaniaJunior💰 €2,700 - €3,900 per monthWebsite

Tech Stack

Tools & technologies

Python

About the role

Key responsibilities & impact

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.
You will support data retrieval, analysis, and interpretation from various sources, assist in evaluating model performance from both quantitative and qualitative perspectives, and contribute to the development of model validation frameworks and automation efforts.
Work will be organized in small, project-driven sub-teams within a fast-paced and supportive environment that fosters creativity, autonomy, and professional growth.

Requirements

What you’ll need

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

Comp & perks

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.

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills & Tools

data analysiscredit risk modellingmodel validationstatistical analysisdata handlingquantitative analysisqualitative analysismodel designmodelling methodologiesautomation

Soft Skills

eagerness to learninitiativehigh-quality workanalytical mindsetstrategic thinkingcollaborative team playeropenness to feedbackcommunication skillswriting skillsprofessional growth