Senior Credit Risk Modeling Architect

M&T Bank; Washington (District of Columbia); 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 and economic capital. The role serves as a bank-wide expert in quantitative risk management and may mentor analysts or lead project teams.

The position requires strong model development, data analysis and communication skills to explain complex results to management and to collaborate with stakeholders across the bank.

Qualifications

• Bachelor's degree with 6+ years of quantitative modeling experience or 10 years of combined education/experience.
• 6+ years of on-the-job experience with SAS, Python, Stata, or R.
• Experience with SQL Server and large data set analyses.
• Proven ability to explain analysis with clear narratives and visuals.
• Credit modeling experience, including scorecard development.

Responsibilities

• Lead research for data relevant to the bank's customers, portfolios and products and present findings to senior management.
• Support end-to-end model development for behavioral risk, interest rate and liquidity risk.
• Explain model benefits, limitations and assumptions to executives and partners.
• Collaborate to develop pricing, underwriting or funding strategies to maximize profitability.
• Maintain model documentation and performance monitoring guidelines.

Skills

Quantitative modeling

Statistical analysis

Leadership

Communication

Education

Bachelor's degree + 6 years experience in quantitative modeling

Master's/PhD in statistics, economics, finance or related field

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 and economic capital. The role serves as a bank-wide expert in quantitative risk management and may mentor analysts or lead project teams.

The position requires strong model development, data analysis and communication skills to explain complex results to management and to collaborate with stakeholders across the bank.