Quantitative Credit Risk Analyst: Growth & Impact

SEB; Solna kommun; Sur place; SEK 700 000 - 950 000; Plein temps

Résumé du poste

SEB is seeking a Quantitative Credit Risk Analyst to join the Credit Risk team. You will develop and review quantitative models to assess credit risk, using mathematics, statistics, and machine learning on large datasets, including historical loan performance and macro indicators.

You will collaborate with diverse stakeholders, monitor model performance, and contribute to data quality and regulatory projects within credit risk. This role offers growth and exposure across the bank.

Qualifications

• Strong background in mathematics, statistics, econometrics, finance, or related quantitative fields.

Responsabilités

• Develop and review credit risk models aligned with regulations and business needs.
• Perform modelling using readymade tools, focusing on modelling rather than coding.
• Collaborate with business areas to explain data and model outputs.
• Monitor and back-test credit risk models to ensure accuracy and regulatory compliance.
• Contribute to data quality and regulatory projects within credit risk.

Connaissances

Mathematics

Statistics

Econometrics

Finance

Formation

Statistics/Mathematics/Econometrics degree

Outils

Python

SAS

Description du poste

SEB is seeking a Quantitative Credit Risk Analyst to join the Credit Risk team. You will develop and review quantitative models to assess credit risk, using mathematics, statistics, and machine learning on large datasets, including historical loan performance and macro indicators.

You will collaborate with diverse stakeholders, monitor model performance, and contribute to data quality and regulatory projects within credit risk. This role offers growth and exposure across the bank.