Quantitative Analyst in Market Risk Model Validation | SEB, Vilnius

About the role

Validate financial risk models, including VaR, PFE, IRRBB, CaR, and ILAAP, by testing assumptions and performance, assessing infrastructure, and reviewing methodologies against business and regulatory requirements. Consolidate findings into validation reports, present results to Group Management, and develop tools to improve validation processes. Candidates should have an academic background in finance, mathematics, physics, engineering, or another quantitative field, along with experience modeling or measuring risk for financial products. They should be proficient in handling large datasets and statistical programming, such as SQL, Python, or R, and demonstrate ownership, efficiency, high-quality work, and strong English communication skills.