Senior Quantitative Analyst in Credit Risk Model Validation | SEB, Vilnius
Tasks
- Automate validation processes
- Consolidate analysis into reports
- Contribute to risk measurement projects
- Deliver actionable insights
- Design model validation methodologies
- Develop model review tools
- Evaluate credit risk model design
- Interpret validation results
- Lead model performance testing
- Present validation results to stakeholders
Perks/Benefits
- Additional health insurance
- Internal mobility
- Paid seniority vacation
- Pension contributions
- Profit-sharing program
- Volunteering days
Skills/Tech-stack
Automation | Credit Risk | Data Analysis | Data Quality | Econometrics | Model Validation | Python | R | Regression Analysis | Statistical Analysis
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
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