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About the Role
Provides experienced support in the development and analysis of quantitative/econometric behavioral models for credit risk, interest rate risk, and liquidity risk management, as well as balance sheet and capital planning. Supports senior analysts and management in data analysis, model development, and ad-hoc analysis, while guiding less experienced personnel.
Responsibilities
- Assist in researching and developing quantitative behavioral models for credit risk, interest rate risk, and liquidity risk management, and balance sheet and capital planning.
- Prepare, manage, and analyze large customer loan, deposit, and/or financial data sets using SQL or similar tools for econometric model specification and estimation.
- Run regressions, programming routines, and other econometric analyses using statistical software.
- Communicate results, including graphic and tabular forms, to team members, management, and stakeholders.
- Execute models in production environments and communicate analytical results.
- Track portfolio performance, model performance, campaign tracking, and risk strategy results.
- Incorporate observations and data into existing models to improve predictive results.
- Identify deviations from forecast/expectations and explain variances.
- Develop and maintain model documentation, including process narratives and performance monitoring guidelines.
- Provide financial analysis and data support to other groups across the Bank.
- Support engagements with Model Risk Management for model validation exercises.
- Provide guidance and direction to less experienced personnel on data and financial analysis and predictive statistical model development and management.
- Conduct business in compliance with regulatory guidance and adhere to compliance, operational, and model risk controls.
- Understand and adhere to the Company’s risk and regulatory standards, policies, and controls.
- Promote an environment that supports belonging and reflects the M&T Bank brand.
- Maintain M&T internal control standards.
- Complete other related duties as assigned.
Requirements
- Bachelor’s degree and a minimum of 1 year’s proven quantitative behavioral modeling experience, or a combined minimum of 5 years’ higher education and/or work experience, including a minimum of 1 year’s proven quantitative behavior modeling experience.
- Minimum of 1 year’s on-the-job experience with pertinent statistical software packages (SAS, Python, Stata, R).
- Strong Python skills required.
- Model development experience required, including familiarity with logistic regression and linear regression.
- Minimum of 1 year’s on-the-job experience with a data management environment, such as SQL Server Management Studio.
- Minimum of 1 year’s experience in managing and analyzing large data sets and explaining results through concise written and verbal communication as well as charts/graphs.
Skills
- Quantitative behavioral modeling
- Econometric modeling
- Credit risk management
- Interest rate risk management
- Liquidity risk management
- Balance sheet planning
- Capital planning
- Data analysis
- Model development
- SQL
- Statistical software packages (SAS, Python, Stata, R)
- Python
- Logistic regression
- Linear regression
- SQL Server Management Studio
- Data management
- Written communication
- Verbal communication
- Data visualization
Location
- Buffalo, New York, United States of America
Work Type
- Hybrid
- Remote
Experience Level
- Experienced
Education Level
- Bachelor's degree
- Masters of Science
- Doctorate degree
Salary/Compensations
- $71,600.00 - $119,300.00 Annual (USD)
About the Company
- M&T Bank is committed to fair, competitive, and market-informed pay for its employees.