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Risk Quants

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.

Job opportunities

Qualities we value

 

  •  
  • Curiosity

  • Statistics know-how

  • Strong technical skills

  • Analytical mindset

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.

 

Aurimas
Analyst
 
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.
Aurimas
Analyst
S|E|B

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