Senior Credit Risk Modeling & Data Science Lead

M&T Bank; Bridgeport (CT); Hybrid; USD 123,600 - 206,000; Full time

Job summary

M&T Bank in Buffalo, NY is seeking a highly skilled quantitative risk analyst to develop and manage behavioral models for credit risk, interest rate risk, and liquidity risk. The role requires deep statistical programming, data analysis and clear communication to stakeholders.

You will lead model development, validation engagements, and provide guidance to junior staff, with a hybrid work arrangement and potential remote US options.

Qualifications

• Bachelor’s degree with 6+ years of quantitative behavioral modeling experience or 10+ years of related work.
• Credit model development experience and proficiency in logistic and linear regression.
• 6+ years of experience with Python and data management tools.

Responsibilities

• Lead research and development of quantitative behavioral models for credit risk, interest rate risk and liquidity risk management.
• Prepare and analyze large data sets using SQL or similar tools to specify and estimate econometric models.
• Run regressions and communicate results with stakeholders to inform risk strategy.
• Operate models in production and monitor performance and risk implications.
• Provide guidance to junior staff and lead project teams when needed.
• Ensure compliance with regulatory guidance and internal controls.

Skills

Python

SQL

Logistic regression

Linear regression

Time series analysis

Data visualization

Education

Bachelor’s degree

Master’s degree preferred

Tools

SQL Server Management Studio

Job description

M&T Bank in Buffalo, NY is seeking a highly skilled quantitative risk analyst to develop and manage behavioral models for credit risk, interest rate risk, and liquidity risk. The role requires deep statistical programming, data analysis and clear communication to stakeholders.

You will lead model development, validation engagements, and provide guidance to junior staff, with a hybrid work arrangement and potential remote US options.