Credit Risk Modeler II – Quantitative Analyst (Hybrid)

M&T Bank; Bridgeport (CT); Hybrid; USD 71,600 - 119,300; Full time

Job summary

M&T Bank in Buffalo, NY, offers a hybrid role with in-office work four days per week across Buffalo, Bridgeport, CT, Wilmington, DE, Baltimore, MD, Washington, DC, or NY, NY. You will develop and analyze quantitative behavioral models for credit, interest rate, and liquidity risk, and support risk management objectives.

The role requires strong Python and statistical software skills, experience in building and validating models, and the ability to communicate results to treasury and risk teams.

Qualifications

• Bachelor’s degree and 1+ years’ proven quantitative behavioral modeling experience.
• Minimum 1 year on-the-job experience with SAS, Python, Stata, or R.
• Strong Python skills required; model development experience with logistic and linear regression.

Responsibilities

• Develop quantitative behavioral models for credit risk, interest rate risk and liquidity risk.
• Prepare large datasets in SQL or similar tools for model estimation.
• Run regressions and econometric analyses; communicate results to stakeholders.
• Deploy models in production and monitor performance.
• Document models and support model risk management activities.

Skills

Python

SAS

Stata

R

SQL

Logistic regression

Time-series analysis

Education

Bachelor's degree

Master's degree

Tools

SQL Server Management Studio

Job description

M&T Bank in Buffalo, NY, offers a hybrid role with in-office work four days per week across Buffalo, Bridgeport, CT, Wilmington, DE, Baltimore, MD, Washington, DC, or NY, NY. You will develop and analyze quantitative behavioral models for credit, interest rate, and liquidity risk, and support risk management objectives.

The role requires strong Python and statistical software skills, experience in building and validating models, and the ability to communicate results to treasury and risk teams.