Quantitative Analyst

Quantitative Modeling and Research is a unit within Group Risk Control responsible for quantifying market risks within the SEB Group.The unit has a global responsibility and is the hub for quantitative analysis within the Market Risk Control (MRC) network.SEB?s strong position in the Capital Markets and its advanced client product offering creates a need for highly skilled risk modellers within a wide range of areas and products. To meet the challenges and comply with the recently strengthened requirements from regulatory authorities, SEB is expanding its quantitative unit within the Risk Control function.We have currently an open position for a Quantitative Analyst.Group Risk Control offers a challenging and exciting international working environment that gives an opportunity to work in a group of highly skilled professionals with a broad range of responsibilities and excellent possibilities for career development for the right candidate.We offer an environment characterised by an entrepreneurial spirit, openness and genuine commitment to our customers, which gives the right person great opportunities for an exciting career.At the same time, we want to create an environment that enables a work-life balance.Group Risk Control is now looking for a Quantitative Analyst to join the unit in Stockholm [ Din utmaning: As a Quantitative Analyst you will ensure that MRC uses models and methods that meet the complexity of the risks within the SEB group and are compliant with the requirements of external regulators.Following rapidly developing regulatory requirements, you will be involved in developing risk models and evaluating the impact of new regulations.You will also be directly involved in developing stress testing framework at SEB and validating existing risk models.In this function you will contribute to development of the global risk control function within SEB.Your responsibilities will include: develop and optimize SEB market risk models operationalize new regulatory standards develop the stress testing framework within SEB provide high quality analysis to senior management ensure fair and independent valuation principles through the Group risk systems communicating risk calculation principles to SEB\s risk-taking units worldwide as well as other relevant internal and external stakeholders. Din bakgrund: accept high degree of personal responsibility have excellent quantitative and programming skills have working experience within quantitative finance be systematic and focused on delivery have high communicational skills Din ansökan: Last day of application is 6 September 2010. Ansökan sker endast via nedanstående länk!