Junior Quantitative Analyst in Market Risk Model Validation

1950-2900 eur/mon. Gross
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Net per month
Vilnius - SEB
I vieta finansų kategorijoje
Build up your hands-on knowledge and skills

You will be a part of a professional team within Group Risk organization that ensures quality of models used for measuring risks arising from trading and acting in financial markets (VaR, PFE, IRRBB, CaR and others).We conduct in-depth reviews of the models making sure they are living up to the business and regulatory requirements, investigate implications of the methodologies used for modelling, provide insights to Group Risk management. The team is located in Vilnius, but you will work in close interaction with the experienced professionals in Group Risk across Nordic and Baltic countries.

Your primary responsibilities will include:

  • Testing model assumptions, performance, implementation.
  • Develop analytical tools to improve regular model review processes.
  • Investigating regulatory and business requirements for the model.
  • Contribute to validation reports based on your analytical work.

You’ll be the right fit if you are:

  • Have an academic background in finance, mathematics, physics, engineering or similar.
  • Have some analytical work experience
  • Experience in statistical software and/or programming (e.g. Python, R).
  • Interest in financial markets and knowledge of financial instruments are big advantages.
  • Willing to take on ownership and to deliver good quality work on time.
  • Excited to share your experience with colleagues.
  • Excellent in English.

Benefits we offer:

  • Entrepreneurial environment
  • Extensive training and learning opportunities
  • Work-life balance
  • Wellness benefits
  • Comprehensive health insurance and more.
Learn more about working at SEB here.
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.

We are looking forward to your application by December 10, 2021.
Monthly salary range for this position: 1950 - 2900 EUR (before tax deduction). The final offer will depend on the experience and competencies of the selected candidate. Overall remuneration package consists of the salary together with other benefits.

Since our start 160 years ago, SEB has been guided by a strong belief that entrepreneurial thinkers combined with innovative companies are needed to create a better world. We are here to enable them to achieve their ambitions and succeed in both good and difficult times. We are the business engine of the bank, providing the financial expertise our organizational and private customers rely on. We do so with focus on our customers' needs, commitment to quality and trust, and an entrepreneurial mindset to continually improve our services.
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1950-2900 eur/mon. gross
I vieta finansų kategorijoje


SEB yra daugiau nei pirmaujanti finansinių paslaugų organizacija. Mūsų ambicinga vizija – klientams ir visuomenei teikti pasaulinio lygio paslaugas. Todėl nuolat ieškome skirtingos patirties turinčių kolegų, nuo studentų ar ką tik mokslus baigusių iki patyrusių ekspertų.

Dažniausiai ieškome ekonomikos, verslo administravimo ir vadybos, bankininkystės, finansų ir apskaitos, IT specialistų. Tačiau mūsų gretose yra ir ne vienas matematikas, fizikas, mokytojas ir net gydytojas ar žurnalistas. Tad net jei tavo išsilavinimas ar studijos nesusijusios su finansais, tikime, kad daug dalykų gali išmokti pas mus, todėl pasidomėk galimybėmis!

Tuos, kurie nuosekliai siekia tikslo, sunkiai atsispiria iššūkiams, sugeba bendradarbiauti, kviečiame dirbti SEB grupėje – SEB banke, SEB grupės paslaugų centre Vilniuje ar kitose SEB grupės įmonėse Lietuvoje.

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information about SEB
2720 €
Avg. salary gross
(78% didesnis už LT vidurkį)
Number of employees
2-3 mln. €
Revenue 2019 y.
Distribution of employees by salary (before taxes):
25% earn up to 1532 €
25% earn 1532-2122 €
25% earn 2122-3200 €
25% earn more than 3200 €

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