Quant Analyst Model Validation at SEB in Stockolm

Quant Analyst Model Validation at SEB in Stockolm

Arbetsbeskrivning

SEB is looking for an experienced Quant Analyst to join our growing Model Validation team within Group Risk in Stockholm. The Model validation team will ensure our front office pricing models are independently validated and in line with market standards. SEB’s leading position in the Capital Markets and its advanced client product offering creates a need for highly skilled risk modelers covering a wide range of products.
What you will be doing
This is an opportunity to work in a fast pace international environment, with an experienced Quant team. As a Quant Analyst within the Model Validation team, you will drive the development of the model validation framework and measurement of model risk at SEB. You will conduct validations of Front Office models independently and manage model life cycles. You will contribute to setting the vision for the unit and drive projects to improve the risk management framework. You will advise your colleagues in the Group Risk organization on model risk methodology matters and represent the Model Validation department at various meetings within and outside SEB.
Who we are looking for
You have a strong quantitative background: Bachelor or Master in a quantitative topic.
At least three years of working experience within the financial industry with quantitative topics.
A background in derivatives pricing, with good product knowledge.
Ability to take the lead in projects and meetings.
Some experience of risk/front office systems.
The ability to communicate complex concepts in a clear way to management and regulators.
The ability to deliver high quality work within a fixed deadline.
English speaking required, Swedish speaking an advantage.
You are a team player with strong analytical qualities. You handle problems with a positive attitude and are creative in problem solving. Furthermore, you are thorough and pay attention to detail.



Ready to join?
Attach your CV and a personal letter describing yourself and how you can contribute to Group Risk and the Model Validation team. Send your application today, but the latest the 7th of March 2023. If you have questions about the position, please contact Maria Seth, Head of Valuation Control and Model Validation, maria.seth@seb.se or Anne-Caroline Granath, Talent Acquisition Specialist, anne-caroline.granath@seb.se .

Sammanfattning

  • Arbetsplats: Huvudkontor Sundbyberg
  • 1 plats
  • Tills vidare
  • Heltid
  • Fast månads- vecko- eller timlön
  • Publicerat: 20 februari 2023
  • Ansök senast: 7 mars 2023

Postadress

Löfströms Allé 5
Sundbyberg, 17225

Liknande jobb


Forskningsassistent i statistik

Forskningsassistent i statistik

3 april 2024

Data Scientist

Data Scientist

5 december 2023

Data Scientist

Data Scientist

5 december 2023