Junior Quantitative Analyst in Credit Risk Model Validation | SEB, Vilnius
Tasks
- Assess risk model design and methodology
- Contribute to generation of insights
- Develop advanced model review tools
- Develop model validation methodologies
- Evaluate model performance quantitatively and qualitatively
- Interpret test results
- Prepare interactive reports
- Present validation results to stakeholders
- Retrieve and analyze data
- Support model performance testing
Perks/Benefits
Skills/Tech-stack
Automation | Credit Risk | Credit Risk Modelling | Data Analysis | Data Quality | Data handling | Econometrics | Model Validation | Python | R | Regulatory Compliance | Risk Modelling | Statistical Analysis
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
Analyst | Credit Risk Analyst | Quantitative Analyst | Risk Analyst
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