Hybrid Credit Risk Modeler II — Quant Analytics

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

Benefits offered by this job

Medical benefits

Retirement plan

Paid volunteer time (40 hours)

Job summary

M&T Bank Corporation is seeking an experienced analyst to develop and analyze quantitative behavioral models for credit, interest rate and liquidity risk. You will work with large datasets, perform econometric analyses, and communicate findings to Treasury, Risk Management and business lines.

The role requires strong programming in SAS, Python, R, or Stata, and proficiency with SQL Server Management Studio to support model development, validation, and performance monitoring.

Qualifications

• Bachelor’s degree and minimum 1 year of quantitative behavioral modeling experience, or a combined minimum of 5 years’ higher education and/or work experience with 1 year of modeling experience
• Minimum of 1 year on-the-job experience with pertinent statistical software packages (SAS, Python, Stata, R)
• Minimum of 1 year on-the-job experience with data management environments, such as SQL Server Management Studio
• Minimum of 1 year experience in managing and analyzing large data sets and explaining results through concise written and verbal communication as well as charts/graphs

Responsibilities

• Assist in researching and developing quantitative behavioral models for credit risk, interest rate risk and liquidity risk management.
• Prepare, manage and analyze large customer loan, deposit and/or financial data sets for statistical analysis using SQL or similar tools.
• Run regressions (time series, logistic), programming routines, and econometric analyses to specify models and communicate results to stakeholders.
• Track portfolio and model performance, and incorporate observations to improve predictive results.
• Provide guidance to less experienced personnel and collaborate with Model Risk Management for validations.

Skills

Quantitative analysis

Data interpretation

Education

Bachelor’s degree in a quantitative field

Masters’ degree in Statistics/Finance/related field

Tools

SAS

Python

Stata

R

SQL Server Management Studio

Job description

M&T Bank Corporation is seeking an experienced analyst to develop and analyze quantitative behavioral models for credit, interest rate and liquidity risk. You will work with large datasets, perform econometric analyses, and communicate findings to Treasury, Risk Management and business lines.

The role requires strong programming in SAS, Python, R, or Stata, and proficiency with SQL Server Management Studio to support model development, validation, and performance monitoring.