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Quantitative Analyst in Credit Risk Model Validation | SEB, Vilnius
SEB
- Employer
- SEB
- Location
- Vilnius, Vilnius County, Lithuania
- Working pattern
- hybrid
- Salary
- €3,750–€5,650 / month
About the role
You will perform independent validations of credit risk models by assessing design, methodology, and implementation to ensure regulatory compliance and accuracy. Additionally, you will communicate validation results to stakeholders and contribute to the development of automation initiatives for risk model frameworks. Candidates should have an academic background in statistics, mathematics, data science, or a related field, along with experience in quantitative risk models. Proficiency in programming and data analysis tools such as Python, R, SAS, or SQL is required.