| Ort:Stockholm | Typ:Audit, Risk, Compliance & Legal |
| Bransch:Administration, ekonomi, juridik | Sista ansökningsdag: 2026-09-10 |
| Hemsida: https://sebgroup.com/career |
Are you a data-driven credit risk professional with a passion for model development?
We are looking for a Quantitative Analyst to join the Expected Credit Loss (ECL) team within Credit Risk, with a primary focus on IFRS 9 model development.
About the role
In this role, you will contribute directly to the development and refinement of the Bank’s expected credit loss models. You will combine quantitative analysis with hands-on model development and tooling.
Main responsibilities include:
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.
Since we select candidates continuously, feel free to send in your application today via the link in this ad, but no later than 2026-08-31. If you have questions about the position, please contact Daniel Odelfalk, Head of ECL & Stress-testing, daniel.odelfalk@seb.se, but we will not process applications via email.
Please be aware that our final candidates undergo background checks, a process that includes for example identity control, verification of qualifications, credit checks, company engagements and criminal records checks. In some cases, we also apply random drug checks.
SEB Sweden has a redeployment responsibility, why this position might be covered by internal redeployment.
Learn more about working at SEB on our Career website or through our Career podcasts.