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 Quantitative Data Analyst your primary focus will be on retrieving, preparing, analysing, and interpreting data used throughout the validation process. You will help ensure data quality through structured DQ checks, reconciliations, and standardised datasets, while contributing to consistent data definitions, metadata management, and well‑documented data usage. Alongside analytical work, you will support the development of validation infrastructure by contributing to automation, reusable functions, reporting templates, and coding standards. You’ll be empowered to introduce new validation tools or enhance existing ones, driving innovation and efficiency. Work will be organized in small, project-driven sub-teams within a fast-paced and supportive environment that fosters creativity, autonomy, and 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 Quantitative Data Analyst, you will be responsible for: • Developing methodologies and advanced tools to improve model review process • Build, maintain and standardize validation datasets ensuring consistent variable definitions and filters across portfolios. Support validation sample preparation under time constraints. • Design and implement automated DQ checks, reconciliations, and data profiling tools, detect data issues early and propose fixes or compensating controls. • Document and maintain data lineage, access methods, and usage guidelines. • Develop or enhance reusable R/SQL/SAS/Python functions, templates. • Automate the generation of charts, tables, and other outputs, and ensure the seamless integration of results into standardized reporting interface. • Maintain code quality via coding standards, version control, documentation, and reproducibility practices. Who we are looking for: • An academic background in statistics, mathematics, data science, econometrics, physics, engineering or similar • 3 and more year's work experience in data analysis or credit risk modelling/validation • Good statistical/programming knowledge (R, SAS, SQL, Python) and data handling skills • Hands‑on experience with large datasets, data warehouses. • Ability to design or maintain DQ frameworks, reconciliation logic, and standardized data structures. • Familiarity with integrating analytical tool outputs into structured reports. • Willingness to take on ownership and to deliver good quality work on time • Analytical and strategic mindset with the ability to transform theory into concrete action while maintaining documentation and coding standards. • Proactive and constructive team player, ready to share experience and 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