Junior Quantitative Data Analyst in Credit Risk Model Validation | SEB, Vilnius at seb

SEB is a leading northern European financial services group with a high focus on risk identification, measurement, monitoring, and governance. Banking is transforming at pace, our talented and rapidly expanding quant team is committed to innovation, excellence, and fostering a strong risk culture.Does that sound like a fit for you?   What you will be doing   You will be a part of a professional team within SEB Group CRO organization that ensures quality of models used for measuring credit risk. We conduct in-depth reviews of the models to ensure quality performance by assessing model design and modelling methodologies, performance from the statistical point of view, data quality, implementation, regulatory compliance, and usage.  We work closely with model developers, owners, users, management and other key stakeholders to provide insights and recommendations. As a Junior Quantitative Data Analyst will primarily support the retrieval, preparation, analysis, and interpretation of data used throughout the validation process. You will assist in ensuring data quality by performing structured DQ checks, reconciliations, and working with standardized datasets, while following established data definitions, metadata practices, and documentation standards. You will also contribute to the development and maintenance of the validation infrastructure by supporting automation tasks, reusable functions, reporting templates, and coding standards under guidance from more senior team members. Over time, you will be encouraged to suggest improvements to existing tools and processes and to help implement enhancements that improve efficiency and consistency. Work is organized in small, project‑driven sub‑teams within a fast‑paced and supportive environment that promotes learning, collaboration, and gradual professional growth.   The team is located in Vilnius, but you will work in close interaction with the experienced professionals in SEB Group CRO organization across Nordic and Baltic countries. As a Junior Quantitative Data Analyst, you will support the validation team in the following activities: • Assist in the development and application of methodologies and tools used in the model review and validation process. • Support the preparation, maintenance, and standardization of validation datasets, following predefined variable definitions and filters, and help prepare validation samples within agreed timelines. • Help improve data quality (DQ) checks, reconciliations, and basic data profiling. • Help document data lineage, access methods, and data usage guidelines in line with established standards. • Contribute to the development and maintenance of reusable R/SQL/SAS/Python scripts and templates, primarily by extending or adapting existing solutions. • Support the automation of charts, tables, and analytical outputs, and assist with incorporating results into standardized reporting frameworks. • Follow coding standards, version control, documentation, and reproducibility practices, contributing to code quality under supervision. Who we are looking for: • An academic background in statistics, mathematics, data science, econometrics, physics, engineering or similar • Up to 3 years of work experience in data analysis or credit risk modelling/validation (internships or academic projects also considered). • Working knowledge of analytical and programming tools such as R, SAS, SQL, or Python, with the ability and motivation to further deepen these skills in a professional environment. • Experience working with large datasets or data warehouses. • Ability to follow and apply existing DQ frameworks, reconciliation logic, and standardized data structures under guidance. • Familiarity with translating analytical results into structured reports and presentations. • A sense of ownership for assigned tasks, with a focus on delivering high‑quality work within agreed timelines. • Strong analytical curiosity and an interest in applying theoretical knowledge to practical tasks, while following documentation and coding standards. • A proactive and collaborative team player, open to learning, asking questions, and sharing ideas. • Good writing and communication skills (English is the main working language). What we offer: • Entrepreneurial Scandinavian environment: international working environment, empowering culture, friendly and welcoming teammates. • Growth culture: opportunity to grow professionally by contributing to large-scale, high-impact initiatives, local and international internal mobility possibilities, put an impact on social or environmental issues. • Modern environment: innovative company in forefront of technology, challenging, cutting-edge work, excellent office environment, agile and modern ways of working. • Additional monetary benefits: paid seniority vacation and volunteering days, allocations to Your pension fund, profit sharing programme, and additional health insurance. Learn more about benefits at SEB and why you´ll love working with us: [Upgrade to PRO to see link] 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 May 17th, 2026. Since we select candidates continuously, feel free to send in your application before the deadline. #GSV