Senior Quantitative Risk Analyst

Jobtailor; Deutschland; Vor Ort; EUR 70.000 - 100.000; Vollzeit

Zusammenfassung

M&T Bank is seeking a data-driven Credit Risk Analyst to perform advanced analysis on consumer overdrafts and credit metrics. The role involves forecasting losses, evaluating risk in new products and models, and ensuring regulatory compliance.

You will collaborate across business lines to develop predictive insights and support senior management with data-driven decisions. The position requires strong SAS/enterprise Miner and SQL skills, plus advanced Excel capabilities.

Qualifikationen

• Bachelor in Mathematics/Statistics/Quantitative Analysis or equivalent with 3+ years relevant experience.
• Master's in the same fields with 1 year relevant experience, or 7 years combined education/experience with 1 year relevant experience.
• Minimum of 3 years experience in Banking or Financial Services.
• Credit Analysis experience preferred.
• Experience with SAS, SAS Enterprise Miner and other statistical software.
• Advanced knowledge of SQL and Microsoft Office.
• Ability to collaborate across functions to derive optimal solutions.
• Strong communication and data manipulation skills.

Aufgaben

• Perform advanced credit risk data analysis to identify risk areas for consumer overdrafts.
• Evaluate risk of proposed product, process, policy, and model changes.
• Provide ongoing monitoring of credit metrics.
• Forecast overdraft charge-off losses for capital planning and planning.
• Ensure compliance with governance and regulatory requirements.
• Provide guidance to first-line partners.
• Support additional consumer unsecured products as needed.
• Assist in establishing and interpreting data with risk management focus.
• Demonstrate data analysis across large databases and present to Senior Management.
• Track portfolio performance and risk strategy results.
• Incorporate observations into models to improve predictions.
• Identify deviations from forecasts and explain variances.
• Identify risk and opportunities; escalate issues as needed.
• Provide direction to lower level analysts on data analysis and modeling.
• Adhere to company's risk and regulatory standards and controls.
• Promote an environment reflecting the MT Bank brand.
• Maintain internal controls and address audit/regulatory points.

Kenntnisse

Credit Analysis

Data Analysis

Statistical Modeling

Forecasting

Risk Assessment

Ausbildung

Bachelor's degree in Mathematics/Statistics/Quantitative Analysis or related

Master's degree in Mathematics/Statistics/Quantitative Analysis or related

Tools

SAS

SAS Enterprise Miner

SQL

Microsoft Excel

Jobbeschreibung

Responsibilities

• Perform advanced credit risk data analysis in support of the consumer deposit overdrafts to identify areas of risk
• Evaluate the risk of proposed product, process, policy, and model changes
• Provide ongoing monitoring of credit metrics
• Forecast overdraft charge-off losses for capital adequacy planning and the annual operating plan
• Ensure compliance with internal governance processes and external regulatory requirements
• Provide expertise and guidance to first-line partners
• Support additional consumer unsecured products as needed
• Assist in establishing, monitoring, evaluating and interpreting data with a risk management focus with an understanding of business strategy
• Demonstrated working knowledge of relevant databases to provide data and credit risk analytical support to Senior Management
• Perform data manipulation and analysis using SQL, SAS and Microsoft Excel and present results and recommendations to Credit Risk Management
• Track portfolio performance and risk strategy results
• Incorporate observations and data into existing models to improve predictive results
• Identify deviations from forecast/expectations and explain variances
• Identify risk and/or opportunities
• Provide guidance and direction to lower level analysts regarding all aspects of data analysis and the construction of predictive statistical models
• Understand and adhere to the Company’s risk and regulatory standards, policies and controls in accordance with the Company’s Risk Appetite
• Identify risk-related issues needing escalation to management
• Promote an environment that supports belonging and reflects the M&T Bank brand
• Maintain M&T internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators as applicable
• Complete other related duties as assigned.

Requirements

• Bachelor degree in Mathematics, Statistics, Quantitative Analysis or another technical discipline, OR in lieu of degree, A combined minimum of 7 years higher education and/or work experience to include a minimum of 3 years relevant experience
• Master’s degree in Mathematics, Statistics, Quantitative Analysis or another technical discipline, with minimum of 1 year relevant experience, OR in lieu of degree, A combined minimum of 7 years higher education and/or work experience to include a minimum of 1 year relevant experience
• Minimum of 3 years relevant experience Banking or Financial Services experience
• Credit Analysis experience preferred
• Experience with SAS, SAS Enterprise Miner and other Statistical Software Packages
• Advanced Knowledge of SQL and Microsoft Office
• Ability to utilize analytics in a collaborative manner across business functions and product lines to derive optimum solutions
• Demonstrated ability to communicate complex concepts
• Demonstrated ability to manipulate and analyze data across large databases.

Hard Skills

• Credit Analysis
• Data Analysis
• Statistical Modeling
• Forecasting
• Risk Assessment

Soft Skills

• Communication
• Collaboration
• Problem‑Solving