Since SEB was founded in 1856, our focus on customers and long-term relationships has been at the heart of our success. We aim to drive positive change by providing capital to help everyone reach their goals and accelerate progress towards a sustainable tomorrow. As a leading financial services group in northern Europe, we'll help you grow and empower you to take on more responsibility to create a real difference. Welcome to SEB.
Market Risk and Analytics within Group Risk is seeking to strengthen its team by recruiting a dedicated and skilled Quantitative Risk Analyst.
About the Position
Are you ready to take on a pivotal role in the field of risk modeling and contribute to the development and enhancement of advanced risk models? Do you aspire to be part of a highly skilled team addressing a wide range of challenges, including market risk, counterparty risk, regulatory capital models, and more? We invite you to join us in shaping the next generation of models, leveraging cutting-edge technology and the latest advancements in financial theory.
As a Quantitative Risk Analyst, you will assume a key responsibility in the maintenance, enhancement, and development of innovative risk models across various asset classes and geographies. Your focus will encompass both market and counterparty risk within SEB, contributing directly to the organization's strategic goals.
This position involves close collaboration with key stakeholders across all business areas within SEB and the broader Group Risk organization. A strong proficiency in quantitative risk modeling is essential to ensure the delivery of advanced analytics that adhere to best-in-class risk management practices.
As a central function, Group Risk interacts with numerous divisions within the SEB Group. This role offers extensive opportunities for professional development and growth, as you will be part of a team of experts dedicated to advancing risk modeling and methodologies across the organization.
Who are you?
We are seeking a professional who is independent, methodical, and results-driven, with a meticulous attention to detail and a strong commitment to meeting deadlines. You are a collaborative team player with a proven ability to work across diverse units and divisions. You possess the analytical depth required to uncover data interconnections and develop robust model structures, while maintaining a strategic perspective.
You also have:
· Master’s degree in mathematics, Physics, Computer Science or similar
· Broad experience in quantitative modelling
· Comprehensive understanding of financial products
· Good programming skills in e.g. Python, C#, Java (or similar) and SQL
· Experience in analysis tools like R, MatLab, SciLab, Stata, SAS or similar would be an advantage.
· Fluency in English (both written and spoken)
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.
Welcome with your application
Attach your CV and a personal letter describing yourself and how you can contribute to SEB. Since we meet candidates continuously, feel free to send in your application today, but no later than December 15, 2024. In case of uncertainty or if you have questions about the position, please, contact Mikhail Nechaev at mikhail.nechaev@seb.se
Ansök här
