Lead Quantitative Credit Risk Modeling

M&T Bank; Bridgeport (CT); Hybrid; USD 103,000 - 171,600; Full time

Job summary

M&T Bank in Buffalo, NY seeks a highly skilled quantitative risk modeler to lead development and validation of behavioral models for credit, interest rate, and liquidity risk. This role may supervise interns or small teams and requires strong communication with Treasury and risk stakeholders.

Responsibilities include handling large datasets, running econometric analyses, and presenting results. A Bachelor's in a quantitative field and 4+ years modeling experience are required, with open-source

Qualifications

• Bachelor’s degree with 4+ years of quantitative modeling experience.
• Fluent in at least one open-source language (R or Python).
• Experience with SAS, Python, Stata, or R for modeling.

Responsibilities

• Lead development and validation of quantitative behavioral models for credit, interest rate, and liquidity risk.
• Prepare and analyze large datasets using SQL or similar tools.
• Run econometric analyses and communicate results to stakeholders.
• Ensure regulatory compliance and maintain model documentation.

Skills

R

Python

SAS

Stata

SQL

Education

Bachelor's degree

Master's degree (preferred)

Tools

Git

Markdown

Job description

M&T Bank in Buffalo, NY seeks a highly skilled quantitative risk modeler to lead development and validation of behavioral models for credit, interest rate, and liquidity risk. This role may supervise interns or small teams and requires strong communication with Treasury and risk stakeholders.

Responsibilities include handling large datasets, running econometric analyses, and presenting results. A Bachelor's in a quantitative field and 4+ years modeling experience are required, with open-source