Quantitative Credit Risk Analyst

M&T Bank; Buffalo (NY); On-site; USD 86,000 - 143,000; Full time

Job summary

M&T Bank in Buffalo, NY seeks a data analyst to monitor and interpret data for the Commercial Loan Portfolio and Credit Risk Rating Framework. You will perform advanced quantitative analysis, data exploration, and statistical techniques to identify trends, assess risk, and produce risk reports.

The role requires collaboration with Risk Rating Framework, Model Risk Management, and cross-functional partners, using SAS, Python, SQL, and other tools, and includes mentoring junior analysts.

Qualifications

• Bachelor’s degree and a minimum of 3 years related experience, or an equivalent combination.
• Familiarity with a common programming language.
• Experience working in large databases.

Responsibilities

• Contribute to risk rating framework analytics, regulatory guidance adherence, and credit culture.
• Review PD and LGD masterscales; assist with scorecard-based ratings and improvements.
• Support PD/LGD analysis using SAS, Python, or similar tools; compare estimates to history.
• Compile and analyze data from multiple sources to identify trends and variances.
• Coordinate with Model Risk Management for governance, documentation, and validation.
• Develop clear visualizations and reporting to explain findings and risks.

Skills

Data analysis

Programming familiarity

Large databases

Agile environment

Education

Bachelor's degree

Tools

SQL

SAS

Python

Julia

Java

Cloud databases

Job description

M&T Bank in Buffalo, NY seeks a data analyst to monitor and interpret data for the Commercial Loan Portfolio and Credit Risk Rating Framework. You will perform advanced quantitative analysis, data exploration, and statistical techniques to identify trends, assess risk, and produce risk reports.

The role requires collaboration with Risk Rating Framework, Model Risk Management, and cross-functional partners, using SAS, Python, SQL, and other tools, and includes mentoring junior analysts.