SEB

Quantitative Analyst in Market Risk Model Validation

2550-3850 eur/mon. Gross
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Net per month
Vilnius - SEB
DARBO RINKOS LYDERIS 2020
I vieta finansų kategorijoje
Become part of a highly-skilled team

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.
  • Assessing overall model infrastructure.
  • Investigating regulatory and business requirements for the model.
  • Consolidating your analysis into validation reports.
  • Presenting validation results to Group Risk Management.
  • Develop advanced tools to improve regular model review processes.

You’ll be the right fit if you are:
  • Have an academic background in finance, mathematics, physics, engineering or similar.
  • Have at least 3 years of experience in modeling and/or measuring risk of financial products.
  • Experience of handling larger datasets (e.g. SQL) and intermediate statistical/programming knowledge (Python, R).
  • 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 insuranceand more.

Learn more about working at SEB Global Services 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 September 21, 2021.
Monthly salary range for this position: 2550 - 3850 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.
Read more: sebgroup.com/

Salary

2550-3850 eur/mon. gross
DARBO RINKOS LYDERIS 2020
I vieta finansų kategorijoje

SEB

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.

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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
2688 €
Avg. salary gross
(76% higher than LT average)
1479
Number of employees
2-3 mln. €
Revenue 2019 y.
Distribution of employees by salary (before taxes):
25% earn up to 1545 €
25% earn 1545-2049 €
25% earn 2049-3202 €
25% earn more than 3202 €