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
- Bridgeport, Connecticut, United States
- Working pattern
- hybrid
- Salary
- $123,600–$206,000 / year
About the role
Lead research, development, implementation, and maintenance of quantitative models supporting credit risk, interest rate risk, liquidity risk, stress testing, and economic capital. Analyze and communicate findings to senior stakeholders, coordinate model validation and effective challenge, and guide less experienced colleagues and project teams. 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. Commercial credit modeling experience, including credit scorecard development, is required; advanced quantitative education, strong Python skills, and model risk management knowledge are preferred.