Quantitative Analyst – FCP Model Validation| SEB, Vilnius
Tasks
- Analyze model limitations and model risk sources
- Assess model performance with statistical testing
- Collaborate with model developers and stakeholders
- Conduct benchmarking and sensitivity analysis
- Develop and automate model validation framework
- Evaluate data quality and model assumptions
- Prepare regulatory aligned validation reports
- Translate quantitative results into recommendations
- Validate financial crime risk models
Perks/Benefits
Skills/Tech-stack
Benchmarking | Git | Python | R | SQL | Sensitivity Analysis | Statistical Testing
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
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