We are looking for a Data Engineer to join the Non-Retail Credit Risk modelling team in SEB. The job provides an exciting mix of challenges: working with big data, develop credit risk models, understanding and abiding to regulatory constraints and further, explain complex models to stakeholders on all levels across the Bank. You will join a highly professional and dedicated team with a large network across the bank and with excellent opportunities for personal and professional growth.
The Non-Retail Credit Risk modelling team is part of Group Risk and the wider CRO organization in SEB. Credit Risk covers IRB, IFRS9 and stress testing models across all jurisdictions and legal entities of SEB Group. As a data engineer in the Non-Retail Credit Risk modelling team, you will be covering data, monitoring, reporting and modelling issues for the non-retail segment.
About the role:
The position covers the full stack of credit risk quantitative analysis including:
• Structured data management and analysis, working with large datasets
• Supporting the team as well as business, credit analysis and other teams, with data driven insights and recommendations to stakeholders
• Upholding and improving data quality control framework, representing credit risk quantification in group functions involved in data quality
• Identifying data deficiencies and contributing to designing solutions to address such deficiencies (from input to IT development requirements to design of regular controls for ensuring adequate data quality)
• Interaction with control functions and IT development, specification of IT development requirements
• Documentation and regulatory interaction
• Responsibilities and tasks within the role of a data steward
To thrive in this role, we believe you have:
• A Master’s degree within a quantitative field, including but not limited to statistics, mathematics, finance, accounting, economics or engineering
• Strong analytical and technical skills to work with large and complex data sets
• Experience from responsibilities relating to control and analysis processes
• Experience in working with data and business intelligence, knowledge of statistical models
• Hands-on experience with extraction and visualization of insights from large datasets and long timeseries
• Knowledge of Python. Experience with other languages such as SAS and SQL is an advantage
• Knowledge in credit risk modelling (e.g., PD, LGD and EAD) is an advantage
• Knowledge in credit risk related legislation and supervisory guidelines (e.g., CRR and CRD) is an advantage
• Excellent written and spoken English is critical, good knowledge of Swedish will be an advantage
Candidates for both quantitative and senior quantitative roles are encouraged to apply.
As a person you have a genuine passion for understanding what data can reveal and a strong drive to enhance both data quality and the frameworks supporting it. With your analytical mindset, proactive approach, and problem-solving skills, you navigate large datasets with ease and tackle loosely defined challenges effectively. You collaborate well with stakeholders across the bank, prioritize tasks, and consistently deliver high-quality results on time, even under pressure. You are honest and reliable, unafraid to speak up, even in challenging conversations.
What we offer:
• Entrepreneurial Scandinavian environment
• Hybrid work model, meaning remote work is possible up to 2 days/week
• International opportunities and working environment
• Attractive compensation and access to SEB staff banking with exclusive benefits
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, by attaching your CV an personal letter, but no later than January 6, 2025. If you have questions about the position, please contact Bujar Huskaj, Head of Non-Retail Credit Risk modelling team, by mail bujar.huskaj@seb.se. We will not process applications via email.
Note that the recruitment process and response time might take a bit longer than usual due to the holidays.
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 criminal records checks. In some cases, we also apply random drug checks.
Learn more about working at SEB on our Career website or through our Career podcasts.
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