Lead Quantitative Credit Risk Modeler

Wilmington Trust; Woodbridge Township (NJ); Hybrid; USD 123,600 - 206,000; Full time

Job summary

M&T Bank in Buffalo, NY seeks a senior quantitative risk professional to develop, implement, and maintain behavioral models for credit, interest rate, and liquidity risk. You will communicate findings, lead model validation engagements, and mentor analysts across risk teams.

The role requires strong programming (Python, SQL), solid econometric skills, and a track record of delivering robust risk models in a regulated banking environment. Hybrid work and US-based travel possible.

Qualifications

• Bachelor’s degree or higher with a minimum of 6 years in quantitative behavioral modeling.
• Proficiency in Python and SQL for large data analysis and model development.
• Experience with logistic and linear regression and responsible communication of results.

Responsibilities

• Lead development of quantitative behavioral models for credit and liquidity risk.
• Prepare and analyze large datasets using SQL and statistical software.
• Run time-series and regression analyses and communicate results to stakeholders.
• Deploy models in production and monitor performance and risk impacts.
• Mentor analysts and collaborate with Model Risk Management for validation.

Skills

Python

SQL

Statistics

Econometrics

Regression analysis

Education

Bachelor’s degree + 6 years exp

Master’s or PhD (preferred)

Tools

SQL Server Management Studio

SAS / R

Job description

M&T Bank in Buffalo, NY seeks a senior quantitative risk professional to develop, implement, and maintain behavioral models for credit, interest rate, and liquidity risk. You will communicate findings, lead model validation engagements, and mentor analysts across risk teams.

The role requires strong programming (Python, SQL), solid econometric skills, and a track record of delivering robust risk models in a regulated banking environment. Hybrid work and US-based travel possible.