Quantitative Credit Risk Analyst | SEB, Stockholm
We are looking for a Quantitative Credit Risk Analyst to join the Non-Retail Credit Risk modelling team in SEB. The job offers an exciting mix of analytical challenges and professional development opportunities: working with big data, developing credit risk models, understanding and abiding to regulatory constraints and explaining complex models to stakeholders on all levels across the Bank. 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
The Non-Retail Credit Risk Modelling team is in the CRO organization in SEB. Credit Risk covers IRB, IFRS9, and stress testing models across all jurisdictions and legal entities of SEB Group. As a Quantitative Credit Risk Analyst in the Non-Retail Credit Risk modelling team, you will be building and maintaining models that lie at the core of SEB’s risk management and capital framework.
As a Quantitative Credit Risk Analyst, you will:
- Explore large and complex datasets to uncover patterns and gain insights into credit risk behaviour
- Develop, enhance and maintain models that support credit decisions, capital adequacy and pricing strategies
- Participate in regulatory and internal model development projects, collaborating with experienced quants and credit risk experts
- Present analysis and findings to internal stakeholders in risk, business and credit functions
- Help ensure models are used effectively by supporting their implementation in production and contributing to documentation and governance processes
You will have the opportunity to develop a deep understanding of quantitative risk modelling in banking, while continuously building your technical and professional skills in a supportive and intellectually stimulating environment.
The role is based in Stockholm.
You will thrive in this role if you:
are curious about data, modelling and credit risk, and enjoy using analytical thinking to solve complex problems. You take a structured and solution-oriented approach to your work and are motivated by finding ways to improve processes and outcomes. As a collaborative team player, you enjoy sharing knowledge and working closely with others, while also taking ownership of your responsibilities. You communicate clearly with different stakeholders and feel comfortable explaining complex topics in an understandable way. We also value individuals who are willing to challenge ideas constructively and contribute to continuous improvement.
Your experience and background:
- Master's degree in a quantitative field such as Statistics, Mathematics, Finance, Economics, Engineering, or similar
- Hands-on experience working with data, analysis and modelling
- Proficiency in Python
- Strong communication skills in English, both spoken and written
Meritorious experience:
- Experience with SAS and/or SQL
- Knowledge of credit risk modelling, including PD, LGD and EAD
- Knowledge of credit risk regulations and supervisory guidelines, such as CRR and CRD
- Knowledge of Swedish
Candidates for both junior and senior roles are encouraged to apply.
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
Do you want to be part of SEB?
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.
Since we select candidates continuously, feel free to send in your application today via the link in this ad, but no later than 20th of September 2026. If you have questions about the position, please contact team. If you have questions about the position, please contact Bujar Huskaj, Head of Non-Retail Credit Risk modelling team, by mail bujar.huskaj@seb.se, but we will not process applications via email.
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.
The employment is covered by collective agreements signed between Finansarbetsgivarna and Akademikerföreningen and between Finansarbetsgivarna and Finansförbundet.
Learn more about working at SEB on our Career website or through our Career podcasts.
SEB Sweden has a redeployment responsibility, why this position might be covered by internal redeployment.