Hybrid Senior Credit Risk Model Architect

M&T Bank; Paramus (NJ); Hybrid; USD 124,000 - 206,000; Full time

Job summary

M&T Bank is seeking a senior developer within Treasury to support data, systems and forecasting for risk management. You will lead quantitative modeling across credit, interest rate, liquidity risk, and stress testing, mentoring analysts and potentially leading project teams.

The role requires strong programming in SAS, Python, and other tools, with a track record of delivering model documentation and validated results to senior management.

Qualifications

• Bachelor’s degree or higher with 6+ years in quantitative behavioral modeling or equivalent combination
• Experience with SAS, Python, Stata or R and SQL Server Management Studio
• Strong written and verbal communication with ability to present to senior management
• Credit modeling experience including commercial scorecard development

Responsibilities

• Lead research and development for data relevant to risk models and forecasts
• Support end-to-end model development for behavioral, credit, and risk models
• Explain model benefits, limitations and assumptions to executives
• Collaborate with business partners to optimize pricing, underwriting, or funding strategies
• Maintain model documentation and monitoring guidelines
• Provide guidance to junior staff and manage project teams as needed
• Ensure adherence to risk, regulatory standards and audit points

Skills

Quantitative risk modeling

Statistical analysis

Data interpretation

Narrative data visualization

Leadership

Mentoring/coaching

Communication

Project leadership

Education

Bachelor's degree in a quantitative field

Master's/PhD preferred

Tools

SAS

Python

Stata

R

SQL

Job description

M&T Bank is seeking a senior developer within Treasury to support data, systems and forecasting for risk management. You will lead quantitative modeling across credit, interest rate, liquidity risk, and stress testing, mentoring analysts and potentially leading project teams.

The role requires strong programming in SAS, Python, and other tools, with a track record of delivering model documentation and validated results to senior management.