Senior Credit Risk Modeling Lead (Hybrid/Remote)

Wilmington Trust; Buffalo (NY); Hybrid; USD 123,600 - 206,000; Full time

Job summary

M&T Bank in Buffalo, NY seeks a seasoned quantitative risk modeler to develop, implement, and maintain behavioral models for credit risk, interest rate risk, and liquidity risk management.

You will lead model development, prepare large data sets in SQL, run regressions in Python, document processes, and collaborate with Model Risk Management and Treasury to ensure production readiness and regulatory compliance.

Qualifications

• Bachelor’s degree (or equivalent) with at least 6 years of quantitative behavioral modeling experience.
• Credit model development experience and proficiency in logistic and linear regression.
• At least 6 years using Python and SQL Server Management Studio for data analysis.

Responsibilities

• Lead research and development of quantitative behavioral models for credit, interest rate, and liquidity risk.
• Prepare and analyze large customer loan/deposit datasets using SQL or similar tools for econometric modeling.
• Run regressions and other analyses; communicate results to stakeholders with visuals.
• Deploy models to production; monitor performance and risk results.
• Develop model documentation and performance guidelines; mentor junior staff.

Skills

Python

Statistical modeling

Regression analysis

Time-series analysis

Data visualization

Communication

Education

Bachelor’s degree

6 years quantitative modeling experience

Master’s degree in statistics/economics/finance (preferred)

Tools

SQL Server Management Studio

Python libraries (NumPy/SciPy)

Job description

M&T Bank in Buffalo, NY seeks a seasoned quantitative risk modeler to develop, implement, and maintain behavioral models for credit risk, interest rate risk, and liquidity risk management.

You will lead model development, prepare large data sets in SQL, run regressions in Python, document processes, and collaborate with Model Risk Management and Treasury to ensure production readiness and regulatory compliance.