
Credit Risk Model Development Quantitative Analyst II – Consumer Portfolio
M&T Bank
full-time
Posted on:
Location Type: Hybrid
Location: Wilmington • Connecticut • Maryland • United States
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Salary
💰 $78,700 - $131,100 per year
Job Level
About the role
- Provide support in the development and analysis of quantitative/econometric behavioral models for credit risk
- Assist in researching and developing quantitative behavioral models
- Prepare, manage and analyze large customer loan, deposit and financial data sets for statistical analysis
- Run regressions and other econometric analyses and communicate results to stakeholders
- Execute models in production environment; track portfolio and model performance
- Develop and maintain satisfactory model documentation
Requirements
- Bachelor’s degree and a minimum of 1 years’ proven quantitative behavioral modeling experience
- Minimum of 1 years’ on-the-job experience with pertinent statistical software packages (SAS, Python, Stata, R)
- Strong Python skills required
- Familiarity with logistic regression and linear 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
- Example of explaining results of analysis through concise written and verbal communication as well as charts/graphs.
Benefits
- Health insurance
- 401(k) matching
- Paid volunteer time
- Competitive benefits package
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills & Tools
quantitative behavioral modelingstatistical analysisregressionslogistic regressionlinear regressiondata managementdata analysismodel documentationeconometric analysismodel performance tracking
Soft Skills
communicationwritten communicationverbal communication