Quantitative Analyst – FCP Model Validation

Job description

SEB is a leading Northern European financial services group with a strong focus on risk identification, measurement, monitoring, and governance. As banking becomes increasingly data‑driven and model‑intensive, model validation plays a critical role in ensuring trust, regulatory compliance, and sound decision‑making. As part of an independent Model Validation function, you will challenge model design, data, and outcomes, and turn your findings into clear recommendations for stakeholders and senior management. We are now strengthening our Model Risk function in Warsaw and are looking for a talented Quantitative Analyst to join our Financial Crime Prevention (FCP) Model Validation team. What you will be doing: You will join an experienced, highly analytical Model Validation team and independently assess financial crime models, including money laundering (ML)/terrorist financing (TF) transaction monitoring, customer risk scoring, and related models—using statistical testing, benchmarking, and outcome analysis to challenge model performance and limitations. Your work supports regulatory compliance, risk management, and key business decisions across SEB. Key responsibilities: - Perform i...