Credit Risk Modeling Analyst II

M&T Bank; Bridgeport (CT); Hybrid; USD 87,000 - 145,000; Full time

Job summary

M&T Bank in Bridgeport, CT, is seeking a quantitative analyst to develop and implement behavioral models for credit, interest rate and liquidity risk. The role involves handling large datasets, executing econometric analyses, and communicating findings to Treasury and Risk Management teams.

The ideal candidate will have a Bachelor’s in a quantitative field, 1+ years in modeling, and hands-on experience with SAS, Python, and SQL.

Qualifications

• Bachelor’s degree and a minimum of 1 year of quantitative behavioral modeling experience.
• Minimum 1 year with SAS, Python, Stata or R for statistical analysis.
• Minimum 1 year experience with data management environments such as SQL Server Management Studio.

Responsibilities

• Assist in researching and developing quantitative behavioral models for credit risk, interest rate risk and liquidity risk management.
• Prepare large loan/deposit/financial data sets for statistical analysis to specify and estimate econometric models.
• Run regressions and econometric analyses, and communicate results to stakeholders.

Skills

Quantitative behavioral modeling

Communication skills

Autonomy

Education

Bachelor’s degree in a quantitative field

Master’s degree or Doctorate preferred

Tools

SAS

Python

Stata

R

SQL Server Management Studio

Job description

M&T Bank in Bridgeport, CT, is seeking a quantitative analyst to develop and implement behavioral models for credit, interest rate and liquidity risk. The role involves handling large datasets, executing econometric analyses, and communicating findings to Treasury and Risk Management teams.

The ideal candidate will have a Bachelor’s in a quantitative field, 1+ years in modeling, and hands-on experience with SAS, Python, and SQL.