SEB is a leading financial services group and one of the largest employers in the Nordics and Baltics. As the banking industry evolves rapidly, we take pride in our reputation for being entrepreneurial and innovative in navigating these changes. Does this sound like the right fit for you?
We are looking for a Quantitative Credit Risk Analyst to join our Credit Risk team. 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 analyze large datasets, including historical loan performance, customer data, and macroeconomic indicators, to extract trends and construct risk factors.
About the role
As a Quantitative Risk Analyst you will be responsible for:
• Development and review of credit risk models aligned with banking regulations and business needs.
• Perform modelling using ready made-tools, focus on modelling rather than coding.
• Collaborating with business areas to provide insights in to 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 and etc. within credit risk.
• Collaborate with Data Engineers and Python Developers to ensure the data infrastructure and modeling tools effectively support the development of predictive credit risk models.
To thrive in this role, we believe you have
• Strong background in mathematics, statistics, econometrics, finance, or related quantitative fields.
• Experienced with programming languages such as Python, SAS.
• Ability to work with large datasets and use statistical software and data visualization tools.
• Strong analytical, problem-solving, and communication skills.
Though not explicitly required for a successful candidate, the following would be considered an advantage:
• Experience in model development and/or 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
We provide a wide range of experiences and benefits to our employees, and while each person’s career journey is unique, the key components that form the foundation of what we offer include:
• Challenging and meaningful work in an ambitious, highly professional, and truly awesome cross border team.
• Access to SEB staff banking with exclusive benefits, health insurance and other employee benefits.
• Extensive training, many learning opportunities.
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, but no later than 30 of September 2025. If you have questions about the position, please contact Indra Wilson at indra.wilson@seb.se or Talent Acquisition Partner, Olga Wohlfahrt at olga.wohlfahrt@seb.se
SEB Sweden has a redeployment responsibility, why this position might be covered by internal redeployment.
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.
Learn more about working at SEB on our Career website or through our Career podcasts.
