Senior Quantitative Credit Modeling Lead

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

Job summary

M&T Bank is seeking a Senior Developer within Treasury to advance data, systems and forecasting for credit, interest rate risk, liquidity risk, CCAR and economic capital practices. You will mentor analysts, lead model development initiatives and partner with multiple teams to optimize pricing and funding strategies.

Ideal candidates bring 6+ years in quantitative behavioral modeling, strong programming skills in SAS, Python, Stata, or R, and experience with large data sets and model validation

Qualifications

• Bachelor's degree plus minimum 6 years of proven quantitative behavioral modeling.
• 6+ years of on-the-job experience with SAS, Python, Stata, or R.
• Experience with data management environments (SQL Server) and large data sets.
• 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 to senior management.
• Support end-to-end model development for behavioral models across credit risk, interest rate risk, liquidity risk, stress testing and economic capital.
• Explain model benefits, limitations, assumptions and requirements to executives and partners.
• Collaborate with business units to improve pricing, underwriting or funding strategies for profitability.
• Develop and maintain model documentation and performance monitoring guidelines.

Skills

Leadership

Communication

Autonomous work

Team collaboration

Quantitative reasoning

Education

Bachelor's degree

Master's/PhD in statistics/economics/finance

Tools

SAS

Python

Stata

R

SQL Server

Job description

M&T Bank is seeking a Senior Developer within Treasury to advance data, systems and forecasting for credit, interest rate risk, liquidity risk, CCAR and economic capital practices. You will mentor analysts, lead model development initiatives and partner with multiple teams to optimize pricing and funding strategies.

Ideal candidates bring 6+ years in quantitative behavioral modeling, strong programming skills in SAS, Python, Stata, or R, and experience with large data sets and model validation