Senior Credit Modeling & Risk Analytics Expert

Wilmington Trust; Bridgeport (CT); 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 credit, interest rate risk, liquidity risk, CCAR/ stress testing and economic capital practices. The role serves as a bank-wide expert in quantitative risk management and may lead project teams and mentor analysts.

Responsibilities include leading data research, supporting end-to-end model development for behavioral risk, and communicating insights to executives.

Qualifications

• Bachelor’s degree and minimum 6 years in quantitative behavioral modeling.
• Minimum of 6 years’ on-the-job experience with SAS, Python, Stata, or R.
• Minimum of 6 years’ on-the-job experience with data management environments such as SQL Server Management Studio.
• Minimum of 6 years’ on-the-job experience analyzing large data sets and communicating results clearly.
• Credit modeling experience including commercial scorecard development.

Responsibilities

• Lead research and development for data relevant to customers, portfolios and products; present findings to senior management.
• Support end-to-end model development for behavioral risk, stress testing and economic capital practices; facilitate challenge process.
• Explain model benefits, limitations and requirements to executives and partners.
• Collaborate to develop strategies for pricing, underwriting or funding to maximize profitability.
• Maintain model documentation and performance monitoring guidelines.
• Lead financial analysis and data support across the Bank and collaborate with Model Risk Management for validations.
• Guide less experienced personnel in data and financial analysis and model development.
• Adhere to risk and regulatory standards and escalate issues as needed.
• Maintain internal controls and address audit findings and regulator feedback.

Skills

Quantitative modeling

Data storytelling

Leadership

Mentoring

Cross-functional teamwork

Education

Bachelor's degree

Master's degree or PhD (preferred)

FRM or CFA designation (preferred)

Tools

SAS

Python

Stata

R

SQL Server Management Studio

Job description

M&T Bank is seeking a senior developer within Treasury to support data, systems and forecasting for credit, interest rate risk, liquidity risk, CCAR/ stress testing and economic capital practices. The role serves as a bank-wide expert in quantitative risk management and may lead project teams and mentor analysts.

Responsibilities include leading data research, supporting end-to-end model development for behavioral risk, and communicating insights to executives.