Quantitative Credit Risk Analyst | SEB, Stockholm

About the role

As a Quantitative Credit Risk Analyst, you will:

• Explore large and complex datasets to uncover patterns and gain insights into credit risk behaviour
• Develop, enhance and maintain models that support credit decisions, capital adequacy and pricing strategies
• Participate in regulatory and internal model development projects, collaborating with experienced quants and credit risk experts
• Present analysis and findings to internal stakeholders in risk, business and credit functions
• Help ensure models are used effectively by supporting their implementation in production and contributing to documentation and governance processes

are curious about data, modelling and credit risk, and enjoy using analytical thinking to solve complex problems. You take a structured and solution-oriented approach to your work and are motivated by finding ways to improve processes and outcomes. As a collaborative team player, you enjoy sharing knowledge and working closely with others, while also taking ownership of your responsibilities. You communicate clearly with different stakeholders and feel comfortable explaining complex topics in an understandable way. We also value individuals who are willing to challenge ideas constructively and contribute to continuous improvement.

• Master's degree in a quantitative field such as Statistics, Mathematics, Finance, Economics, Engineering, or similar
• Hands-on experience working with data, analysis and modelling
• Proficiency in Python
• Strong communication skills in English, both spoken and written

Meritorious experience:

• Experience with SAS and/or SQL
• Knowledge of credit risk modelling, including PD, LGD and EAD
• Knowledge of credit risk regulations and supervisory guidelines, such as CRR and CRD
• Knowledge of Swedish