Senior Credit Risk Modeler (Quantitative)

Wilmington Trust; Baltimore (MD); Hybrid; USD 123,600 - 206,000; Full time

Job summary

M&T Bank in Buffalo, NY is seeking a Senior Quantitative Risk Analyst to independently develop, implement, and manage quantitative behavioral models for credit, interest rate, and liquidity risk. You will mentor analysts, lead project teams, and collaborate with Model Risk Management to ensure compliance and robust validation.

The role requires strong expertise in logistic/linear regression, Python, and large data analysis, with experience deploying models in production and communicating results

Qualifications

• Bachelor’s degree with 6+ years of quantitative behavioral modeling experience.
• Credit model development experience and expertise in logistic/linear regression.
• 6+ years of experience with Python and SQL-based data analysis and reporting.

Responsibilities

• Lead research and development of quantitative behavioral models for credit, interest rate, and liquidity risk.
• Prepare and analyze large financial data sets for econometric modeling in SQL or similar tools.
• Run regressions and econometric analyses; communicate results to stakeholders; deploy models in production.

Skills

Python

Statistical analysis

Data visualization

Communication

Leadership

Education

Bachelor’s degree in a quantitative field

Master’s degree in statistics/economics/finance

FRM or CFA designation

Tools

SQL Server Management Studio

SQL

Job description

M&T Bank in Buffalo, NY is seeking a Senior Quantitative Risk Analyst to independently develop, implement, and manage quantitative behavioral models for credit, interest rate, and liquidity risk. You will mentor analysts, lead project teams, and collaborate with Model Risk Management to ensure compliance and robust validation.

The role requires strong expertise in logistic/linear regression, Python, and large data analysis, with experience deploying models in production and communicating results