Senior Quantitative Risk Analyst

Senior Quantitative Risk Analyst

Do you want to be an integral part in building the next generation models motivated by recent advances in technology and contemporary financial theory? SEB Group Risk is now looking to strengthen the team with a Senior Quantitative Risk Analyst, a key person working with risk modeling covering wide spectrum areas including market risk, counterparty risk as well as regulatory capital.

About the job

The Senior Quantitative Risk Analyst will take a lead in maintaining, improving and developing of new risk models across all asset classes and geographies for both market and counterparty risk within SEB.

Your work is always in close interaction with key stakeholders within all business areas in SEB and the Group Risk organization. Your competence within quantitative risk modelling is key when developing advanced and robust models following best risk management practice.

As a central function, Group Risk interacts with most parts of the SEB Group. This gives the right person plenty of opportunities for personal development and growth. You will be part of a team of dedicated professionals with a strong focus on developing risk models and methodologies throughout SEB.

Who are you?

·       A Master’s or PhD degree in Mathematics, Physics, Computer Science or similar

·       5-10 years’ experience of quantitative modelling

·       Extensive knowledge of financial products and markets

·       Good programming skills in e.g. Python, C#, Java (or similar) and advanced level in SQL

·       Experience in one or more of analysis tools like R, MatLab, SciLab, Stata, SAS or similar.

·       Fluent in English (both written and spoken)

Experience with front office systems (MUREX, Prime Front Arena or similar) or risk management systems (Adaptive Analytics, Quant Lab or similar) is not a requirement, but can be an advantage.

To succeed in this role you are an independent, structured, and driven person with attention to detail and commitment to deadlines. You are a team player who is used to work across units and divisions to build relationships with key stakeholders.

Learn more about working at SEB www.sebgroup.com/career 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.



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