Senior Credit Risk Modeling Expert (Hybrid)

Wilmington Trust; Paramus (NJ); Híbrido; USD 124.000 - 206.000; Jornada completa

Descripción de la vacante

M&T Bank is seeking a Senior Developer within Treasury to support data, systems and forecasting for credit, interest rate and liquidity risk. You will serve as a bank-wide expert in quantitative risk management and mentor analysts while leading project teams on model development and validation.

The role requires strong skills in statistical programming (SAS, Python, R), data management (SQL Server) and communication with executives.

Formación

• Bachelor’s degree and a minimum of 6 years’ proven quantitative behavioral modeling experience, or a combined 10 years of higher education/work experience
• Minimum of 6 years’ on‑the‑job experience with SAS, Python, Stata or R
• Minimum of 6 years’ on‑the‑job experience with SQL Server Management Studio
• Experience analyzing large data sets and presenting results concisely in writing/slides
• Credit modeling experience, including commercial scorecards

Responsabilidades

• Lead research and development for data relevant to customers, portfolios and products; present findings to senior management
• Support model development and implementation for credit, rate and liquidity risk, including SA/oversight group challenges
• Explain model benefits/assumptions to executives and stakeholders
• Collaborate with internal partners to optimize pricing, underwriting or funding strategies
• Maintain model documentation, narratives and performance monitoring guidelines
• Lead engagements with Model Risk Management for validation exercises
• Provide guidance to less experienced staff on data and modeling tasks
• Ensure compliance with risk and regulatory standards and internal controls
• Support audit and regulatory processes as needed
• Oversee interns or project teams and provide feedback

Conocimientos

Quantitative modeling

Data analysis

Statistical programming

Leadership

Team collaboration

Communication

Educación

Bachelor’s degree + 6 years experience

Master’s/PhD in statistics/economics/finance

FRM or CFA designation

Herramientas

SAS

Python

Stata

R

SQL Server Management Studio

Descripción del empleo

M&T Bank is seeking a Senior Developer within Treasury to support data, systems and forecasting for credit, interest rate and liquidity risk. You will serve as a bank-wide expert in quantitative risk management and mentor analysts while leading project teams on model development and validation.

The role requires strong skills in statistical programming (SAS, Python, R), data management (SQL Server) and communication with executives.