at SEB
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As a Group Treasury Quantitative Analyst, you will quantify the impact of client deposits on SEB's liquidity transformation and balance sheet structure within Balance Sheet Management. You will build sophisticated models to analyze structural market and liquidity risks tied to deposit taking and drive improvements in Liquidity Risk management and IRRBB. You will deliver precise balance sheet projections to support optimal risk-reward funding for the SEB Group and collaborate with stakeholders across finance and risk. The role requires strong, data-driven analysis in a collaborative, fast-paced environment.
- Compensation
- Not specified
- City
- Stockholm
- Country
- Sweden
Currency: Not specified
Full Job Description
Group Treasury Deposit Modeler | SEB, Stockholm
Categories
Finance & Reporting Group Staff functions
Apply before
18 March 2026
Location
Stockholm
hybrid
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Are you ready to shape the future of finance by unraveling the complexities of liquidity transformation and SEB's balance sheet structure? Join us to drive positive change through insightful quantitative analysis.
At SEB, we recognise that the world of finance is evolving at an extraordinary speed. That's why we're committed to driving towards a more sustainable future for everyone -people, businesses, and society. Since we welcomed our first customer in 1856, we have been a catalyst for positive change by providing reliable advice and capital to people with ideas for the future. If you are ready to make your mark on our industry and positively shape the world, you will thrive at SEB
About the role:
As a Group Treasury Quantitative Analyst, you will delve into the profound impact of client deposits on SEBs liquidity transformation and overall balance sheet structure. This role within Balance Sheet Management (BSM) is pivotal in quantifying Balance Sheet Risks and crafting precise balance sheet projections, ensuring optimal risk-reward funding for the SEB Group. You will be instrumental in building sophisticated models to understand structural market and liquidity risks tied to deposit taking activities. Furthermore, you will drive crucial improvement initiatives within Liquidity Risk management and Interest Rate Risk in the Banking Book (IRRBB).
To thrive in this role, we believe you have: At least 3 years of experience specifically with Non-maturity deposit models. A Master's degree in statistics, mathematical finance, or a similar quantitative field, or equivalent practical experience through work or extracurricular activities. Proven ability to thrive in data-intensive environments handling complex analytical tasks. Professional fluency in English, both in written and oral communication. An analytical mindset combined with a collaborative and dedicated team player approach, along with a genuine curiosity about how banks function and operate.
What we offer: Extensive training and learning opportunities Long-term stability and growth as a company International working environment
Do you want to be part of SEB?
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.
Since we select candidates continuously, feel free to send in your application today via the link in this ad, but no later than 2026-03-18. If you have questions about the position, please contact Gustav Wals, Head of Balance Sheet Management, GFM, gustav.walas@seb.se, note that we will not process applications via email.
Please be aware that our final candidates undergo background checks, a process that includes for example identity control, verification of qualifications, credit checks, company engagements and history of crime. In some cases, we also apply random drug checks.
Learn more about working at SEB on our Career website or through our Career podcasts.
https://sebgroup.com/career
https://bit.ly/SEBcareer
SEB Sweden has a redeployment responsibility, which is why this position might be covered by internal redeployment.
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