at SEB
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**Senior IRRBB Analyst | SEB, Stockholm** Lead independent oversight of Interest Rate Risk in the Banking Book (IRRBB) at SEB, Stockholm. Key responsibilities include driving IRRBB methodology refinement, balance sheet analysis, risk reporting, and stakeholder collaboration. Leverage your 3-5 years of experience in IRRBB, liquidity risk, or quantitative risk analysis and solid understanding of risk measurement models to thrive in this high-impact role. Join a modern, collaborative environment focused on balance sheet risk management and professional development. Apply by July 5, 2026.
- Compensation
- Not specified SEK
- City
- Stockholm
- Country
- Sweden
Currency: SEK
Full Job Description
Senior IRRBB Analyst | SEB, Stockholm
About the role:
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Provide independent oversight and effective challenge of IRRBB methodologies, assumptions, models, and calculations (e.g. EVE, NII, behavioural components), and contribute to their ongoing refinement, ensuring consistency with regulatory expectations and internal frameworks
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Analysis of balance sheet structure and translation of business activities into IRRBB risk impacts
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Assessment of data quality, model inputs, and underlying assumptions supporting risk measurement
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Development and enhancement of risk reporting to senior management and relevant committees
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Ongoing monitoring of IRRBB exposures, limits, and sensitivities
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Close collaboration with Treasury to understand funding strategies, hedging, and business-driven risk developments
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Contribution to regulatory deliverables, internal policies, and governance documentation
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Identification and driving of improvements in risk methodologies, processes, and automation
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Supporting the definition of requirements, review, and implementation oversight of systems and tools for risk measurement and reporting
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A university degree in mathematics, economics, engineering, finance, or a related field.
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35 years of experience in IRRBB, liquidity risk, Treasury, or quantitative risk analysis.
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Solid understanding of IRRBB concepts, regulatory frameworks, and bank balance sheet dynamics.
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Experience with model-based risk measurement (e.g., behavioural modelling, stress testing).
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Structured and detail-oriented approach with strong focus on data quality and robustness
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Ability to critically assess models and methodologies independently, demonstrating a constructive challenge mindset and strong stakeholder management skills.
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High-impact role: Direct contribution to risk frameworks, regulatory deliverables, and senior management reporting
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Front-row seat to balance sheet risk management: Work closely with Treasury and senior stakeholders on key risk topics impacting the bank
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Strong development platform: Opportunity to deepen expertise in IRRBB, liquidity risk, and regulatory frameworks
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Modern and collaborative environment: International team, strong analytical culture, and continuous development of tools and processes
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 2026-07-05. If you have questions about the position, please contact Peter Dahlstrm, peter.dahlstrom@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. During employment, employees within SEB can also expect to undergo recurring background checks.
SEB Sweden has a redeployment responsibility, which means that this position might be covered by internal redeployment.
Learn more about working at SEB on our Career website or through our Career podcasts.
sebgroup.com/career
bit.ly/SEBcareer
