Lead Credit Risk Modeling & Quantitative Expert

Wilmington Trust; Bridgeport (CT); Hybrid; USD 123,600 - 206,000; Full time

Job summary

M&T Bank is hiring a senior quantitative risk analyst to independently develop, implement, and manage quantitative/econometric models for credit risk, interest rate risk, and liquidity risk. You will mentor analysts, lead project teams, and collaborate with Treasury, ALM, and Model Risk Management across the bank.

The role requires strong programming (Python) and data management skills, plus experience communicating complex results to senior stakeholders.

Qualifications

• Bachelor’s degree with 6+ years in quantitative behavioral modeling or 10 years combined education/work with 6+ years modeling experience.
• Credit model development experience.
• Logistic and linear regression experience.
• 6+ years SQL/SQL Server experience for data management and analysis.
• 6+ years of experience analyzing large datasets and communicating results clearly.

Responsibilities

• Lead research and development of quantitative models for credit risk, IRR, and liquidity risk management.
• Prepare and analyze large datasets using SQL or similar tools for econometric modeling.
• Run regressions and econometric analyses; communicate results to team and stakeholders.
• Operate models in production; monitor performance and update models based on observations.
• Develop and maintain model documentation and performance monitoring guidelines.
• Lead engagements with Model Risk Management for model validation exercises.

Skills

Quantitative modeling

Python programming

Statistical analysis

Data visualization

Education

Bachelor’s degree

Master’s degree

FRM/CFA designation

Tools

Python

SQL Server Management Studio

SQL

Job description

M&T Bank is hiring a senior quantitative risk analyst to independently develop, implement, and manage quantitative/econometric models for credit risk, interest rate risk, and liquidity risk. You will mentor analysts, lead project teams, and collaborate with Treasury, ALM, and Model Risk Management across the bank.

The role requires strong programming (Python) and data management skills, plus experience communicating complex results to senior stakeholders.