Senior Credit Modeling & Risk Analytics Lead

M&T Bank; Paramus (NJ); 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 acts as a bank-wide expert in quantitative risk management and may lead teams on projects, mentoring analysts as appropriate.

The position emphasizes strong technical programming skills and the ability to communicate complex results clearly to senior management, with potential remote work

Qualifications

• Bachelor’s degree and minimum 6 years of proven quantitative behavioral modeling experience, or 10 years of higher education/work mix with 6 years of modeling experience.
• Minimum 6 years’ experience with SAS, Python, Stata, or R.
• Minimum 6 years’ experience with data management environments (SQL Server etc.).
• Credit modeling experience including commercial credit scorecards.

Responsibilities

• Lead research and development for data relevant to customers, portfolios and products; interpret results, develop recommendations, and present findings to senior management.
• Support end-to-end model development and implementation for behavioral models in credit risk, interest rate risk, liquidity risk, stress testing and economic capital.
• Explain benefits, limitations, assumptions and requirements for proposed models, scorecards, and forecasts to internal customers.
• Develop and implement pricing, underwriting or funding strategies to maximize profitability.
• Maintain model documentation, narratives and performance monitoring guidelines.
• Lead engagements with Model Risk Management for model validation exercises.

Skills

Statistical modeling

Leadership

Communication

Data visualization

Education

Bachelor’s degree

Master’s/PhD preferred

Tools

SAS

Python

Stata

R

SQL Server

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 acts as a bank-wide expert in quantitative risk management and may lead teams on projects, mentoring analysts as appropriate.

The position emphasizes strong technical programming skills and the ability to communicate complex results clearly to senior management, with potential remote work