Risk Officer at Risk Department (Quantitative Risk Modelling) | SEB, Vilnius

Tasks

• Collaborate with business IT and regulators
• Conduct independent model validation and challenge
• Develop and maintain IRB credit risk models
• Implement IRB modelling methodology
• Improve credit risk data quality
• Monitor model performance and deviations
• Perform backtesting and analysis
• Prepare materials for risk governance forums and supervisory reviews
• Support IT implementation of models and monitoring tools

Perks/Benefits

• Flexible work arrangement
• Health insurance
• Remote work opportunity
• Training and learning opportunities

Skills/Tech-stack

Backtesting | Credit Risk | Credit Risk Modelling | Data Analysis | Data Quality | Exposure at Default | IFRS 9 | IRB models | Independent Model Validation | Loss Given Default | Model Monitoring | Model Validation | Pillar 2) | Probability of Default | Python | R | Regulatory Compliance | Risk Modelling | SQL | Version control