Senior Credit Model Development Analyst – Consumer Portfolio (Hybrid - see description for potential locations)

** Work Location/Arrangement: This is a hybrid position requiring in-office work four (4) days every week at an M&T office in Buffalo, NY, Bridgeport, CT, Wilmington, DE, Baltimore, MD, Washington, DC, Iselin, NJ, or possibly NY, NY.

* *If the final candidate is not near one of the above referenced locations, there* *might* *be a possibility for a remote arrangement.*

Overview

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Develops, implements, maintains and analyzes quantitative/econometric behavioral models used for credit risk, interest rate risk and liquidity risk management, as well as balance sheet and capital planning. Provides independent contribution to team, including data analysis, model development efforts and ad-hoc analysis as appropriate. Provides guidance and direction to less experienced personnel.

Primary Responsibilities

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• Research and develop quantitative behavioral models used for credit risk, interest rate risk and liquidity risk management, as well as balance sheet and capital planning, including but not limited to, loan delinquency, default and loss models, loan prepayment and utilization models, deposit attrition models and financial instrument valuation methods.
• Prepare, manage and analyze large customer loan, deposit and/or financial data sets for statistical analysis in Structured Query Language (SQL) or similar tool to properly specify and estimate econometric models to understand customer or Bank behavior for purposes of credit, interest rate, liquidity or stressed capital risk management. Understand the context of the Bank’s data and businesses to ensure properly developed models.
• Run regressions (including time series and logistic regression), programming routines and other econometric analyses to specify models using appropriate statistical software; communicate results, including graphic and tabular forms, to fellow team members, Treasury management and Bank-wide stakeholders, including the bus...