Senior IRRBB Analyst | SEB, Stockholm

Stockholm
Group Control functions – Chief Risk Officer /
Audit, Risk, Compliance & Legal /
Hybrid
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Join a high-impact role at the heart of the bank’s risk management, where your expertise in IRRBB will directly influence strategic decision-making and balance sheet resilience. 
 
At SEB, we recognise that the world of finance is evolving at an extraordinary speed. That's why we're committed to driving towards a more sustainable future for everyone — people, businesses, and society. Since we welcomed our first customer in 1856, we have been a catalyst for positive change by providing reliable advice and capital to people with ideas for the future. If you are ready to make your mark on our industry and positively shape the world, you will thrive at SEB 
 

About the role: 

Liquidity Risk is a core function within the CRO organisation, combining business knowledge, regulatory expertise, and technical capabilities to ensure effective risk management across the bank. The team provides analysis, frameworks, and oversight within Liquidity Risk and Interest Rate Risk in the Banking Book (IRRBB). 
 
Based in Stockholm, we are responsible for the framework governance, methodology definition, and independent oversight of the bank’s liquidity risk and IRRBB frameworks, including monitoring and risk reporting to senior management and the Board. 
You will join a highly collaborative and international environment, working closely with Treasury (1LoD), IT, Model Risk, and business divisions, with a clear mandate to challenge and strengthen the bank’s balance sheet risk management practices. 
 
As an IRRBB Analyst, you will play a key role in the independent oversight and governance of the IRRBB framework. You will combine hands-on analytical work with a strong governance perspective, providing effective challenge to methodologies, models, and processes to ensure alignment with internal standards and external regulatory expectations. 
 
You will work closely with Treasury and other stakeholders across the bank, gaining a comprehensive understanding of balance sheet dynamics and contributing to well-informed risk decision-making at senior levels. 

As an IRRBB Analyst, you will be responsible for driving and contributing to:

  • Provide independent oversight and effective challenge of IRRBB methodologies, assumptions, models, and calculations (e.g. EVE, NII, behavioural components), and contribute to their ongoing refinement, ensuring consistency with regulatory expectations and internal frameworks 

  • Analysis of balance sheet structure and translation of business activities into IRRBB risk impacts 

  • Assessment of data quality, model inputs, and underlying assumptions supporting risk measurement 

  • Development and enhancement of risk reporting to senior management and relevant committees 

  • Ongoing monitoring of IRRBB exposures, limits, and sensitivities 

  • Close collaboration with Treasury to understand funding strategies, hedging, and business-driven risk developments 

  • Contribution to regulatory deliverables, internal policies, and governance documentation 

  • Identification and driving of improvements in risk methodologies, processes, and automation 

  • Supporting the definition of requirements, review, and implementation oversight of systems and tools for risk measurement and reporting 

To thrive in this role, we believe you have:

  • A university degree in mathematics, economics, engineering, finance, or a related field. 

  • 3–5 years of experience in IRRBB, liquidity risk, Treasury, or quantitative risk analysis. 

  • Solid understanding of IRRBB concepts, regulatory frameworks, and bank balance sheet dynamics. 

  • Experience with model-based risk measurement (e.g., behavioural modelling, stress testing). 

  • Structured and detail-oriented approach with strong focus on data quality and robustness  

  • Ability to critically assess models and methodologies independently, demonstrating a constructive challenge mindset and strong stakeholder management skills. 

What we offer:

  • High-impact role: Direct contribution to risk frameworks, regulatory deliverables, and senior management reporting 

  • Front-row seat to balance sheet risk management: Work closely with Treasury and senior stakeholders on key risk topics impacting the bank 

  • Strong development platform: Opportunity to deepen expertise in IRRBB, liquidity risk, and regulatory frameworks 

  • Modern and collaborative environment: International team, strong analytical culture, and continuous development of tools and processes 

Do you want to be part of SEB? 

 

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.

Since we select candidates continuously, feel free to send in your application today via the link in this ad, but no later than 2026-07-05. If you have questions about the position, please contact Peter Dahlström, [email protected], note that we will not process applications via email.

Please be aware that our final candidates undergo background checks, a process that includes for example identity control, verification of qualifications, credit checks, company engagements and history of crime. In some cases, we also apply random drug checks. During employment, employees within SEB can also expect to undergo recurring background checks. 

SEB Sweden has a redeployment responsibility, which means that this position might be covered by internal redeployment.

Learn more about working at SEB on our Career website or through our Career podcasts. 

 

 

sebgroup.com/career 

 

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