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Quantitative Analyst

Valid till: 2021-03-18

Miestas: Vilnius

Alliance for Recruitment is the largest recruitment consultancy in Lithuania measured by capacity, number of successful placements and annual growth. We are a high performing team of recruitment experts from various different industries.

SEB Global Services in Vilnius

SEB is a Northern European financial group for 400,000 corporate customers and institutions and 5 million private individual customers. SEB Global Services (legal name “Skandinaviska Enskilda Banken AB”, Vilnius Branch) is a company within the SEB Group located in Vilnius, Lithuania executing high quality operations, IT, HR and finance services for the SEB Group companies operating in 20 countries. SEB Global Services in Vilnius follow the same values as the entire SEB Group: we promise our customers a rewarding relationship and that is why we value our employees who are enthusiastic and passionate about their work.

Job description: 

You will be a part of a professional team within Group Risk organization that ensures quality of models used for measuring risks arising from trading and acting in financial markets (VaR, PFE, IRRBB, CaR and others). We conduct in-depth reviews of the models making sure they are living up to the business and regulatory requirements, investigate implications of the methodologies used for modelling, provide insights to Group Risk management. The team is located in Vilnius, but you will work in close interaction with the experienced professionals in Group Risk across Nordic and Baltic countries.

Responsibilities:

  • Testing model assumptions, performance, implementation
  • Assessing overall model infrastructure
  • Investigating regulatory and business requirements for the model
  • Consolidating your analysis into validation reports
  • Presenting validation results to Group Risk Management
  • Develop advanced tools to improve regular model review processes.
Requirements: 
  • Have an academic background in finance, mathematics, physics, engineering or similar
  • Have at least 3 years of experience in modeling and/or measuring risk of financial products
  • Experience of handling larger datasets (e.g SQL) and intermediate statistical/programming knowledge (Python,R)
  • Willing to take on ownership and to deliver good quality work on time
  • Excited to share your experience with colleagues
  • Excellent in English.
Company offers: 
  • Entrepreneurial environment
  • Extensive training and learning opportunities
  • Work-life balance
  • Wellness benefits
  • Comprehensive health insurance and more.
Monthly Salary: 

2300 EUR - 3500 EUR gross

Position:
Recruitment Consultant
Phone:
Address:
Mėnulio st. 7
E-mail:
City:
Vilnius

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