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
- Wilmington, Delaware, United States
- Working pattern
- hybrid
- Salary
- $123,600–$206,000 / year
About the role
Lead the development, implementation, monitoring, and documentation of quantitative models supporting credit risk, interest rate risk, liquidity risk, stress testing, and economic capital. Analyze bank data, communicate findings and model limitations to stakeholders, collaborate on validation and business strategies, and guide less experienced staff and project teams. Requires a bachelor’s degree and at least six years of quantitative behavioral modeling experience, or an equivalent combination of education and work experience, along with six years using statistical software and data management tools. Credit modeling experience, including commercial credit scorecard development, and the ability to analyze large datasets and communicate results are required; advanced quantitative education, strong Python skills, and relevant certifications are preferred.