SEB is a leading northern European financial services group with a high focus on risk identification, measurement, monitoring, and governance. Banking is transforming at pace, our talented and rapidly expanding quant team is committed to innovation, excellence, and fostering a strong risk culture. Does that sound like a fit for you?What you will be doing You will be a part of a professional team within SEB Group CRO organization that ensures quality of models used for measuring credit risk. We conduct in-depth reviews of the models to ensure quality performance by assessing model design and modelling methodologies, performance from the statistical point of view, data quality, implementation, regulatory compliance, and usage. We are presenting insights and proposing recommendations to the SEB Group CRO management as well as are closely working with the model developers, owners, users, and other key stakeholders.You will lead or independently perform data retrieval, analysis, and interpretation from diverse sources, assess model performance from both quantitative and qualitative perspectives, and drive the development of model validation frameworks and automation of validation processes to ensure robust, insightful and high-quality analyses. You’ll be empowered to introduce new validation tools or enhance existing ones, fostering innovation and efficiency. Work is organized in small, project-driven sub-teams within a fast-paced and supportive environment that encourages creativity, autonomy, and professional growth.The team is located in Vilnius, but you will work in close interaction with the experienced professionals in SEB Group CRO organization across Nordic and Baltic countries.
As a Quantitative Analyst, you will be responsible for:
Designing and developing methodologies and advanced tools to improve the model review process
Leading model performance testing from both quantitative and qualitative perspectives
Evaluating risk model design and methodology with a critical and strategic mindset
Interpreting test results and delivering actionable insights
Ensuring high-quality consolidation of analysis into well-structured, interactive reports that effectively communicate key insights and support decision-making
Presenting validation results to stakeholders and management
Contributing to high-scale risk measurement projects across SEB Group CRO organization
Who we are looking for:
A strong academic background in statistics, mathematics, data science, econometrics, physics, engineering, or a related field
5+ years of experience in data analysis, credit risk modelling, or model validation
Proficiency in statistical/programming tools (R, Python) and advanced data handling skills
Proven ability to take ownership and deliver high-quality work independently
Strategic and analytical mindset with the ability to translate theory into impactful solutions
A proactive and collaborative team player, eager to share expertise and mentor others
Excellent communication and writing skills (English is the main working language)
What we offer:
Entrepreneurial Scandinavian environment: international working environment, empowering culture, friendly and welcoming teammates.
Growth culture: opportunity to grow professionally by contributing to large-scale, high-impact initiatives, local and international internal mobility possibilities, put an impact on social or environmental issues.
Modern environment: innovative company in forefront of technology, challenging, cutting-edge work, excellent office environment, agile and modern ways of working.
Additional monetary benefits: paid seniority vacation and volunteering days, allocations to Your pension fund, profit sharing programme, and additional health insurance.
Do you want to be a part of SEB? Welcome to our inclusive culture, where our shared values inspire and uplift our team. We celebrate diversity and strive to ensure every employee feels seen, heard, and valued.We are looking forward to your application by June 8th, 2026. Since we select candidates continuously, feel free to send in your application before the deadline. Learn more about working at SEB here: https://www.seb.lt/en/gsIt 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.#GSV
