Quantitative Analyst for FICC Markets Risk Management | SEB, Stockholm [Sweden]


 

Categories
FICC Markets, Large Corporates & Financial Institutions
15 September 2023
Location
Stockholm
We are now looking for a new colleague who wants be part of our highly skilled team focusing on capital & balance sheet management and optimization.

Since SEB was founded in 1856, our focus on customers and long-term relationships has been at the heart of our success. We aim to drive positive change by providing capital to help everyone reach their goals and accelerate progress towards a sustainable tomorrow. As a leading financial services group in northern Europe, we'll help you grow and empower you to take on more responsibility to create a real difference. Welcome to SEB.

About the role:
The FICC Risk Management team drives the work around capital / funding management across FICC, XVA pricing & risk management and cross-products data activities. The team consists of 11 people organized in two groups, a risk and XVA team and a data analytics team. The role we are looking to fill belongs to the risk team. Your responsibilities include:
  • You will be part of the team performing analysis of market and counterparty risk capital and advice to business on how to improve capital efficiency: for example helping to understand changes in capital, suggesting efficient capital hedging strategies, performing analysis of new regulations’ impact on business.
  • Your core job will be to solve business questions related to capital and funding by using existing systems or by programming your own tactical solutions. This requires building an expert knowledge of methodologies, data and systems over time. The questions to be answered can be both tactical and strategic.
  • Work strategically with partner teams in Technology, FICC quants and Risk organization to ensure that FICC has the data & tools needed to manage its capital and balance sheet.
  • Support the XVA desk with risk and PL analysis contributing to assessment of hedging strategies.
To thrive in this role, we believe you have:
  • Strong quantitative skills, with at least an MSc in a quantitative discipline and ideally good knowledge of financial instruments modelling.
  • Strong programming skills in Python, Java, or C++
  • Problem solver and attention to details
  • Creativity and strategic thinking
  • Ability to work under pressure, ability to work with ad-hoc and projects tasks in a trading environment.
  • Some practical experience (2-8y) in at least one of the following areas: quant / risk / capital & funding management / trading
  • Good communication skills in English
  • Sound values with high integrity and team playing
What we offer:
  • Entrepreneurial Scandinavian environment
  • International opportunities and working environment
  • Attractive compensation and access to SEB staff banking with exclusive benefits
Do you want to be part of SEB?
Welcome to our inclusive culture, where our shared values inspire and uplift our team. We celebrate diversity and strive to ensure every employee feels seen, heard, and valued.

Since we select candidates continuously, feel free to send in your application today, but no later than 15 of September 2023. If you have questions about the position, please contact Co-Heads of FICC Risk Management Samuel Samama, samuel.samama@seb.se or Anders Holst, anders.holst@seb.dk.

www.sebgroup.com/career
It is our fundamental belief that inclusion and diversity is crucial for our future success. We strive to have an inclusive, value-driven culture where employees feel valued, respected, and involved irrespective of who they are, what they believe or where they come from.

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