Senior Credit Modeling & Risk Forecasting Expert

M&T Bank; Baltimore (MD); Hybrid; USD 124,000 - 206,000; Full time

Job summary

M&T Bank in Buffalo, NY is seeking a Senior Developer within Treasury to advance data, models and forecasting for credit, interest rate risk, liquidity risk, CCAR and economic capital practices. You will mentor analysts and lead project teams on model development and validation.

The role requires strong programming skills (SAS, Python, SQL) and a proven track record in quantitative risk modeling, communicating complex results to senior management and cross-functional partners across the Bank.

Qualifications

• Bachelor’s degree plus 6 years of quantitative behavioral modeling experience, or 10 years combined education/work.
• 6+ years on-the-job with SAS, Python, Stata, or R.
• 6+ years working with SQL Server Management Studio and large datasets.
• Experience explaining results via concise writing and charts/graphs.
• Credit modeling experience, including commercial scorecards.

Responsibilities

• Lead research for data, models, and forecasts for risk areas (credit, IRR, liquidity, CCAR).
• Develop and implement behavioral models and scorecards; facilitate model validation processes.
• Explain model benefits, limitations, and requirements to senior management.
• Collaborate with business partners to optimize pricing, underwriting, or funding strategies.
• Maintain model documentation and performance monitoring guidelines.
• Provide guidance to junior staff and lead project teams.

Skills

Quantitative modeling

Python

SAS

R

Stata

SQL

Leadership

Education

Bachelor's degree

Master's/PhD (preferred)

FRM/CFA designation (preferred)

Tools

SAS

Python

Stata

R

SQL Server

Job description

M&T Bank in Buffalo, NY is seeking a Senior Developer within Treasury to advance data, models and forecasting for credit, interest rate risk, liquidity risk, CCAR and economic capital practices. You will mentor analysts and lead project teams on model development and validation.

The role requires strong programming skills (SAS, Python, SQL) and a proven track record in quantitative risk modeling, communicating complex results to senior management and cross-functional partners across the Bank.