Quantitative Risk Analyst | SEB, Stockholm

SEB; Solna kommun; On-site; SEK 700,000 - 1,000,000; Full time

Benefits offered by this job

Friendly culture

Career development

Competitive compensation

Job summary

SEB is seeking a Quantitative Credit Risk Analyst to develop and review credit risk models, leveraging Python and SAS to analyze large datasets and macro indicators. You will collaborate across the bank to translate outputs into actionable insights and ensure models meet regulatory standards.

The role offers exposure to a dedicated expert team with growth opportunities and a culture that emphasizes learning, innovation, and career development.

Qualifications

• Strong background in mathematics, statistics, econometrics, finance or related quantitative fields.
• Experience with programming languages such as Python and SAS.
• Curiosity for data and ability to handle large datasets with statistical software.

Responsibilities

• Develop and review credit risk models aligned with regulations.
• Use statistical and ML techniques to analyze data and extract risk factors.
• Collaborate with business areas to explain model outputs.
• Monitor and back-test models to ensure accuracy and compliance.
• Contribute to data quality and regulatory projects within credit risk.

Skills

Python

SAS

Mathematics

Statistics

Econometrics

Data visualization

Communication

Education

Statistics

Mathematics

Econometrics

Tools

Python

SAS

Job description

Do you have passion for quantitative analysis, credit risk modelling and turning complex data into meaningful insights? Join SEB’s Credit Risk team as a Quantitative Credit Risk Analyst and help develop, monitor and improve models that support key business and regulatory decisions. You will work with advanced analytics in a dedicated expert team with broad exposure across the bank, while growing in a supportive culture that values learning, innovation and career development.

We are looking for A Quantitative Credit Risk Analyst to join our Credit Risk team in SEB. You will be responsible for development and review of quantitative models that assess credit risk. The role will require to use mathematical, statistical, and machine learning techniques to analyse large datasets, including historical loan performance, customer data, and macroeconomic indicators, to extract trends and construct risk factors. You will be part of a dedicated, expert team with broad exposure across the bank and excellent prospects for personal and career growth.

About The Role

• Development and review of credit risk models aligned with banking regulations and business needs
• Perform modelling using readymade-tools, focus on modelling rather than coding
• Collaborating with business areas to provide insights into data and explain model outputs
• Monitoring and back-testing credit risk models to ensure accuracy and regulatory compliance
• Contributing to various projects related with data quality, regulatory etc. within credit risk

To thrive in this role, we believe you have:

• Have strong background in mathematics, statistics, econometrics, finance, or related quantitative fields
• Are experienced with programming languages such as Python, SAS
• Have a genuine curiosity for data and ability to work with large datasets and use statistical software and data visualization tools
• Have good communication skills, with the ability to convey complex technical concepts and insights to diverse stakeholder groups

To succeed in this role, we believe that you:

Nice to have:

• Experience in model development, review within credit risk contexts
• Familiarity with credit risk frameworks, including PD/LGD/CCF modelling and IRB approaches
• Educational background in statistics, mathematics or econometrics

What we offer:

• Friendly and welcoming culture
• Challenging and interesting projects at the forefront of credit risk modelling
• A supportive environment for learning, development and career progression
• Attractive compensation and benefits

  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.

  Please be aware that our final candidates undergo background checks, a process that includes for example identity control, verification of qualifications, credit checks, company engagements and criminal records checks. In some cases, we also apply random drug checks.

  SEB Sweden has a redeployment responsibility, why this position might be covered by internal redeployment.

  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.