Identifying, measuring and analysing risks in a constantly changing financial environment.
Credit Risk Model Validation Team
The team delivers valuable insights to top management by analysing all available data on credit risks. Their work includes supervising all credit risk models within Group Risk, dealing with internal and external auditors and making sure we are keeping our finger on the pulse of our clients and our loan portfolio
Market Risk Model Validation Team
Market Risk Model Validation team helps us stay in line with the best practices by analysing market risk measuring models and ensuring they live up to the business and regulatory requirements. In close interaction with colleagues in the Nordic and Baltic countries, this team also develops advanced tools for model risk management and improves regular model review processes.
Qualities we value
Spotlight
Collaboration with scientists
In 2018, Credit Risk Model Validation team participated in the Workshop of Mathematical Solutions in Business and Industry (ESGI), organised by Kaunas University of Technology. We provided the researchers with a task to create a more efficient model that would help forecasting the Bank’s portfolio from credit risk perspective and contributed with required data, insights and supervision.
Internal training platform for Quantitative Risk Analysts
Keeping SEB’s risk framework in line with the best market practices and fulfilling the standards set by regulators are some of the main objectives of our teams. That is why we have developed a training platform for Quantitative Risk Analysts. It enables our employees to gain skills and knowledge needed to develop SEB’s risk framework and ensure that risk tolerance and group limits are measured correctly.
I love digging into huge amounts of data and looking for patterns and relationships. I see a lot of value in the work that I do – I started by doing the tasks no one wanted to take on and somewhere along the way it became very interesting. It’s a very rewarding feeling when our long-term initiatives get accepted and we get to build something that lasts. After all, with proper motivation and support you can learn to do anything, it’s just a matter of time.
I love that my credit risk model validation job is closely related to statistical data analysis, which is my area of interest. Still, the tasks here are versatile, so you never get bored. When I started working at SEB Global Services, I was very excited to join the team, that, at the time, was quite new. Over the years we’ve built a lot of things together and made big ideas happen, and that feels amazing.
I estimate credit risk parameters that are later used for regulatory capital calculation purposes. My typical day at SEB Global Services involves a lot of maths but don’t get me wrong – it’s very interesting because the tasks are different and always challenging. It helps me to develop as an expert in the area, and that’s the direction I want to go in my life and my career.
