Senior Credit Modeling & Risk Analytics Lead

Wilmington Trust; Bridgeport (CT); Hybrid; USD 85,800 - 143,000; Full time

Job summary

M&T Bank in Buffalo, NY is seeking aSenior Analyst to develop and implement quantitative behavioral models for credit, interest rate, and liquidity risk. You will work with large datasets, run econometric analyses, and communicate results to Treasury and risk teams to support capital planning and risk management.

The role requires strong Python programming, experience with regression analyses, and production deployment of models.

Qualifications

• Bachelor’s degree in a quantitative field or equivalent experience.
• 2+ years of proven quantitative behavioral modeling experience.
• 2+ years on-the-job experience with Python.
• Experience with credit model development and logistic regression is required.
• Experience analyzing large datasets and communicating results clearly.

Responsibilities

• Research and develop quantitative behavioral models for credit risk, interest rate risk, liquidity risk, and capital planning.
• Prepare and analyze large customer loan and deposit data sets for econometric modeling using SQL or similar tools.
• Run regressions and econometric analyses, communicate results to stakeholders with visuals.
• Deploy models in production, track performance, and explain variances.
• Develop model documentation and guidelines for monitoring and validation.

Skills

Python

Logistic Regression

Education

Bachelor’s degree

Master’s degree or Doctorate (preferred)

Tools

SQL Server Management Studio

Job description

M&T Bank in Buffalo, NY is seeking aSenior Analyst to develop and implement quantitative behavioral models for credit, interest rate, and liquidity risk. You will work with large datasets, run econometric analyses, and communicate results to Treasury and risk teams to support capital planning and risk management.

The role requires strong Python programming, experience with regression analyses, and production deployment of models.