Quantitative Analyst in Market Risk Model Validation | SEB, Vilnius
SEB · Vilnius, Lithuania · 3d ago
Join us in shaping a sustainable future by ensuring the quality of critical financial risk models. Be part of a collaborative team that delivers world-class insights to Group Committees and drives innovation in financial markets.
At SEB Global Services, we strongly aim to accelerate the pace towards a sustainable future. As a part of SEB Group, we are supporting SEB to become a leader in efficiency and innovation by providing world-class services for its global customers and business divisions. If you want to be part of a collaborative environment, build strong relationships, and be empowered to grow, we will be a good fit!
About the role:
You will join a professional team within our Model Risk organization, dedicated to ensuring the quality of models for financial risks like VaR, PFE, IRRBB, CaR, and ILAAP. We conduct in-depth reviews, verifying adherence to business and regulatory requirements, and investigating model methodologies to provide crucial insights to Group Committees. Based in Vilnius, you will collaborate closely with experienced CRO Function professionals across Nordic and Baltic countries. Your responsibilities include testing model assumptions and performance, assessing infrastructure, investigating requirements, consolidating analysis into validation reports, presenting results to Group Management, and developing advanced tools for process improvement.
To thrive in this role, we believe you have:
• An academic background in finance, mathematics, physics, engineering, or a related quantitative field.
• Proven experience in modeling and/or measuring risk of financial products.
• Proficiency in handling larger datasets (e.g., SQL) and statistical programming (Python, R).
• A proactive approach to taking ownership and delivering high-quality work efficiently.
• Excellent English communication skills to collaborate effectively with colleagues.
What we offer:
• Long-term stability
• International opportunities and working environment
• Friendly and welcoming culture
• Extensive training and learning opportunities
• Work-life balance
Do you want to be part of SEB?
Welcome to join our inspiring culture and dedicated team of several thousand professionals in Global Services. Our modern offices provide both work and leisure areas, including a gym, library, game room, roof terrace, and more.
Since we select candidates continuously, feel free to send in your application today via the link in this ad, but no later than October 15th, 2026.
Learn more about working at SEB here: https://www.seb.lt/en/gs
It 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.