Senior Credit Risk Modeling Expert

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

Job summary

M&T Bank in Buffalo, NY seeks a Senior Treasury Quantitative Risk Developer to support data, models, and forecasting across credit, rate risk, liquidity risk, CCAR/stress testing, and economic capital programs. You will serve as an expert and mentor, collaborating with internal partners to improve models and profitability.

The role requires strong statistical programming skills and experience leading complex projects; it is a hybrid position with in-office work three days per week, and potential

Qualifications

• Bachelor’s degree with 6+ years in quantitative behavioral modeling.
• 6+ years with SAS, Python, Stata or R.
• 6+ years with SQL Server Management Studio or equivalent data management tool.
• Experience analyzing large datasets and communicating findings clearly.
• Credit modeling experience including commercial scorecards.

Responsibilities

• Lead research and development for data related to customers, portfolios and products; present findings to senior management.
• Support model development for behavioral models across risk areas (credit, interest rate, liquidity, stress testing, economic capital).
• Explain benefits, limitations, and requirements of proposed models to internal stakeholders.
• Develop strategies for pricing, underwriting, or funding to maximize profitability.
• Maintain model documentation and performance monitoring guidelines.
• Lead engagements with Model Risk Management for validation exercises.
• Guide and mentor less experienced personnel in data and financial analysis and model development.

Skills

Quantitative risk modeling

Python

SAS

Stata

R

SQL Server

Leadership

Communication

Model validation

Mentoring

Education

Bachelor's degree

Masters' or PhD in a quantitative field

Tools

SQL Server Management Studio

Job description

M&T Bank in Buffalo, NY seeks a Senior Treasury Quantitative Risk Developer to support data, models, and forecasting across credit, rate risk, liquidity risk, CCAR/stress testing, and economic capital programs. You will serve as an expert and mentor, collaborating with internal partners to improve models and profitability.

The role requires strong statistical programming skills and experience leading complex projects; it is a hybrid position with in-office work three days per week, and potential