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
- Washington, District of Columbia, United States
- Working pattern
- hybrid
- Salary
- $123,600–$206,000 / year
About the role
Lead research, development, implementation, and monitoring of quantitative models supporting credit risk, interest rate risk, liquidity risk, stress testing, and economic capital. Analyze and communicate findings to stakeholders, guide model validation and documentation, and provide technical direction and mentorship to colleagues. Requires a bachelor’s degree and at least six years of quantitative behavioral modeling experience, or an equivalent combination of education and work experience, plus six years using statistical software and data management tools. Credit modeling experience, including commercial credit scorecard development, is required; advanced quantitative education, strong Python skills, and FRM or CFA credentials are preferred.