Credit Risk Data Scientist - Quantitative Analytics & Modeling

M&T Bank Corporation; Buffalo (NY); On-site; USD 86,000 - 143,000; Full time

Job summary

M&T Bank Corporation in Buffalo, NY is seeking a data analytics professional to monitor and interpret data for the Commercial Loan Portfolio and Credit Risk Rating Framework. You will apply advanced quantitative methods, explore data, and produce risk identification reporting to support risk management and strategic decisions.

Responsibilities include evolving the PD/LGD Masterscales, working with SAS, Python, and SQL on large datasets, and communicating insights to stakeholders.

Qualifications

• Bachelor’s degree and 3+ years of related experience.
• Or 7+ years combined higher education/work experience with at least 3 years related.
• Familiarity with a common programming language.
• Experience working with large databases.

Responsibilities

• Support the Risk Rating Framework through analytical practices and regulatory alignment.
• Assist with review of PD and LGD Masterscales and use of scorecards.
• Recommend improvements to Credit Risk Management.
• Support PD/LGD Masterscales using large datasets with SAS, Python, or similar tools.
• Compile and analyze data from multiple sources to identify trends and explain variances.
• Collaborate with Model Risk Management for governance, documentation, and validation support.

Skills

Data analysis

Data exploration

Analytical thinking

Education

Bachelor’s degree

Tools

SQL

SAS

Python

Java

Julia

Job description

M&T Bank Corporation in Buffalo, NY is seeking a data analytics professional to monitor and interpret data for the Commercial Loan Portfolio and Credit Risk Rating Framework. You will apply advanced quantitative methods, explore data, and produce risk identification reporting to support risk management and strategic decisions.

Responsibilities include evolving the PD/LGD Masterscales, working with SAS, Python, and SQL on large datasets, and communicating insights to stakeholders.