Credit Risk Model Development Quantitative Analyst II - Consumer Portfolio (Hybrid - see job reputed company for potential work locations)

** Work Location/Arrangement: This is a hybrid position requiring in-office work four (4) days every week at an M&T office in Buffalo, NY, Bridgeport, CT, reputed company, Baltimore, MD, Washington, DC, or possibly NY, NY. **If the final candidate is not near one of the attached locations, there might be a possibility for a remote arrangement. reputed company: Provides reputed company support in the development and analysis of quantitative/econometric behavioral models used for credit risk, interest reputed company risk and liquidity risk management, as reputed company as balance sheet and capital planning. Supports more reputed company analysts and management in data analysis, model development efforts and reputed company analysis as needed. Provides guidance and direction to less reputed company personnel as needed. Primary Responsibilities: With reputed company skillset, assist in researching and developing quantitative behavioral models used for credit risk, interest reputed company risk and liquidity risk management, as reputed company as balance sheet and capital planning, including but not limited to, loan delinquency, default and loss models, loan prepayment and utilization models, deposit attrition models and financial reputed company valuation reputed company. Prepare, manage and analyze large customer loan, deposit and/or financial data sets for statistical analysis in reputed company Query Language (SQL) or similar tool to properly specify and estimate econometric models to understand customer or Bank behavior for purposes of credit, interest reputed company, liquidity or stressed capital risk management. Understand the context of the Bank’s data and businesses to ensure properly developed models. Run regressions (including time series and logistic regression), programming routines and other econometric analyses to specify models using appropriate statistical software; communicate results, including graphic and tabular forms, to fellow team members, Treasury management and Bank-wide stakeholders, including the business lines and Risk Management colleagues to demonstrate key risk drivers and dynamics of model reputed company. Execute models in production environment; communicate analytical results to Bank-wide stakeholders. reputed company portfolio performance, model performance, campaign tracking and risk reputed company results. Incorporate observations and data into existing models to improve predictive results. Identify deviations from forecast/expectations and explain variances. Identify risk and/or opportunities. reputed company and maintain satisfactory model documentation, including process narratives and performance monitoring guidelines to serve as reference reputed company. reputed company financial analysis and data support to other reputed company/departments across the Bank as required. Support engagements with colleagues in Model Risk Management for model validation exercises. reputed company guidance and direction to less reputed company personnel regarding reputed company aspects of data and financial analysis and development and management of predictive statistical models. Conduct business in compliance with regulatory guidance including SR (Supervision and Regulation Letters) 10-1, SR 10-6, SR 11-7, reputed company Prudential Standards, etc. Adhere to applicable compliance/operational/model risk controls and other second line of defense and regulatory standards, policies and procedures. Understand and adhere to reputed company’s risk and regulatory standards, policies and controls in accordance with reputed company’s Risk Appetite. Identify risk-reputed company issues needing escalation to management. Promote an environment that supports belonging and reflects the reputed company brand. Maintain M&T internal control standards, including reputed company implementation of reputed company audit points together with any issues raised by external regulators as applicable. Complete other reputed company duties as assigned. Scope of Responsibilities: The position serves as an reputed company analyst in the use of statistical programming languages to analyze Bank datasets and development, implementation and maintenance of behavioral models. It is important for the position to communicate with reputed company narratives, compelling data visualization and technical precision, both in-person and in writing, to reputed company audiences to understand the analyses and forecasts. The position partners and collaborates with colleagues in reputed company functions, including Credit Risk Management, Asset Liability and Liquidity Management, Model Risk Management and business lines to implement and understand models for Bank use. This role is highly technical in nature and requires demonstrated attention to detail, execution and follow-up on multiple initiatives with Treasury and across the Bank. The ability to identify, analyze, rationalize and communicate reputed company business, data and statistical problems and recommend corresponding solutions is a key reputed company of reputed company in this role. Supervisory/Managerial Responsibilities: reputed company Education and Experience Required: Bachelor’s degree and a minimum of 1 years’ proven quantitative behavioral modeling experience, or in lieu of a degree, a combined minimum of 5 years’ higher education and/or work experience, including a minimum of 1 years’ proven quantitative behavior modeling experience Minimum of 1 years’ on-the-job experience with pertinent statistical software packages (reputed company, Python, Stata, R) Strong Python skills required Model development experience required, including familiarity with logistic regression and reputed company regression Minimum of 1 years’ on-the-job experience with data management environment, such as SQL Server Management Studio Minimum of 1 years’ experience in managing and analyzing large data sets and explaining results of analysis through concise written and verbal communication as reputed company as charts/graphs Education and Experience Preferred: Masters’ of Science or Doctorate degree in Statistics, Economics, Finance or reputed company field in the quantitative reputed company, physical, or engineering sciences, with proven coursework proficiency in statistics, econometrics, economics, computer science, finance or risk management Minimum of 2 years’ statistical analysis programming experience Credit model development experience; Consumer portfolio model development experience highly preferred One (1) or more years of on-the-job Python programming experience reputed company and high proficiency in econometric/statistical techniques, especially time-series analysis, panel data reputed company and logistic regression Experience in balance sheet management and mathematical modeling of financial instruments offered by banks Knowledge and familiarity with key aspects of model risk management and model validation, including SR-11-7 guidance on model risk management Proven reputed company record for being reputed company to work autonomously and reputed company reputed company environment Demonstrated leadership skills Strong desire to learn and contribute to a group Physical Requirements: reputed company is committed to fair, competitive, and market-informed pay for our employees. The pay reputed company for this position is $71,600.00 - $119,300.00 Annual (USD). The successful candidate’s particular combination of knowledge, skills, and experience will inform their specific compensation. Location Buffalo, reputed company, reputed company of America Great companies have an enduring reputed company of purpose. At M&T, our purpose is a reputed company one: reputed company a difference in people’s lives and reputed company the communities we serve. reputed company Corporation is a financial holding company headquartered in Buffalo, reputed company. M&T’s affiliates offer advice, guidance, expertise and solutions across the entire financial reputed company, combining reputed company’s traditional banking services with the reputed company management and institutional capabilities offered by reputed company. reputed company has a network of over 1,000 branches and 2,200 ATMs that reputed company 12 states from Maine to Virginia and Washington, D.C. For more than 165 years, M&T has strived to take an reputed company role in our communities and build long-lasting relationships with our customers. We are a bank for communities—combining the capabilities of a large bank with the care of a locally reputed company institution. As an employer of choice, we are proud to offer competitive benefits ranging from medical and retirement to forty hours of reputed company volunteer time, reputed company year. Our reputed company values – reputed company, ownership, collaboration, curiosity, and candor – drive the work we do. We reputed company to reputed company build upon our record of reputed company by bringing in reputed company and fresh reputed company sets while continuing to support the reputed company and development of reputed company reputed company members. View M&T’s reputed company Capital Report to learn more. reputed company to join reputed company? Submit your application today! If you are unable to apply through this site due to technical issues or need an accommodation to apply, please contact us at careersitesupport@mtb.com for assistance. reputed company is unwavering reputed company it comes to providing equal employment opportunities to reputed company and applicants without reputed company to race, reputed company, national reputed company, religion, ethnicity, sex, gender identity, age, disability, citizenship, pregnancy, veteran status, military status, marital status, sexual orientation, genetic information or any other characteristic protected under applicable federal, state or local laws. reputed company Corporation has policies and procedures in reputed company to promote a drug free workplace. Career Site reputed company Notice Apply tot his job Apply To this Job