Senior Credit Risk Modeling Expert (Hybrid)

M&T Bank; Woodbridge Township (NJ); Hybrid; USD 124,000 - 206,000; Full time

Job summary

M&T Bank is seeking a Senior Treasury quantitative risk developer to support data, systems and forecasting needs across credit, interest rate risk, liquidity risk, CCAR, and economic capital. This role requires strong modeling, data analytics, and the ability to communicate complex results to senior management.

The candidate will mentor analysts, lead or participate in project teams, and collaborate with internal partners and external stakeholders while operating in a hybrid work arrangement

Qualifications

• Bachelor’s degree and 6+ years of quantitative behavioral modeling experience.
• 6+ years with SAS, Python, Stata or R.
• 6+ years with SQL Server Management Studio.
• 6+ years of analyzing large data sets with clear written and verbal communication.
• Credit modeling experience, including commercial credit scorecard development.

Responsibilities

• Lead research and development for data relevant to customers, portfolios and products; interpret results and present findings to senior management.
• Support end-to-end model development for behavioral models in credit, interest rate risk, liquidity risk, CCAR, and economic capital.
• Explain model benefits, limitations, assumptions and requirements to internal stakeholders.
• Collaborate with internal partners to optimize pricing, underwriting or funding strategies.
• Develop and maintain model documentation and performance monitoring guidelines.
• Lead engagements with Model Risk Management for model validation exercises.
• Provide guidance to less experienced personnel on data and statistical analysis and model development.
• Adhere to risk and regulatory standards and escalate issues as needed.
• May supervise interns or lead project teams and provide performance feedback.

Skills

Quantitative risk modeling

Statistical programming

Data analysis

Leadership

Model development

Communication

Mentoring

Education

Bachelor’s degree

Master’s degree or Doctorate (preferred)

Tools

SAS

Python

Stata

R

SQL Server Management Studio

Job description

M&T Bank is seeking a Senior Treasury quantitative risk developer to support data, systems and forecasting needs across credit, interest rate risk, liquidity risk, CCAR, and economic capital. This role requires strong modeling, data analytics, and the ability to communicate complex results to senior management.

The candidate will mentor analysts, lead or participate in project teams, and collaborate with internal partners and external stakeholders while operating in a hybrid work arrangement