full-time
Credit Model Development Quantitative Expert – Commercial Credit Portfolio (Hybrid - see potential work locations in job description)
M&T Bank
- Employer
- M&T Bank
- Location
- Baltimore, Maryland, United States
- Working pattern
- hybrid
- Salary
- $123,600–$206,000 / year
About the role
Lead the research, development, implementation, and monitoring of quantitative models supporting credit risk, interest rate risk, liquidity risk, stress testing, and economic capital. Communicate model findings and recommendations to stakeholders, lead validation and project work, and guide less experienced analysts. Requires a bachelor’s degree or an equivalent combination of education and experience, plus at least six years of quantitative behavioral modeling, statistical software, data management, and large-dataset analysis experience. Credit modeling experience, including commercial credit scorecard development, is required; preferred qualifications include advanced quantitative education, strong Python skills, and expertise in econometric methods and model risk management.