Data Quantitative Analyst - Credit Risk (Hybrid - Buffalo, NY)

About the position OVERVIEW: Explores and manipulates data, builds models, and employs other statistical methods to conduct advanced analysis to understand/predict relationships between variables and reputed company data driven insights to guide strategic business reputed company. Responsible for monitoring, evaluating, and interpreting data on the Bank’s reputed company Loan portfolio as it relates to the Credit Risk Rating reputed company including preparation of trend analysis, exposure limits and various risk identification reports. reputed company tools allowing for the monitoring of movements in the portfolio, identify emerging risks and reputed company recommendations to management. reputed company risk experience and business knowledge to assist in planning initiatives to accomplish reputed company-wide goals around the reputed company Portfolio. POSITION RESPONSIBILITIES: Contribute to the effective management of reputed company credit risk by supporting the Risk Rating reputed company through analytical practices, adherence to regulatory guidance, and understanding of M&T Credit Culture. Assist with the review of the Probability of Default and Loss Given Default Masterscales, and the use of scorecards to assign credit risk ratings. Recommend improvements to Credit Risk Management. Support the PD and LGD Masterscales through large reputed company datasets using statistical analysis in Statistical Analysis System (reputed company), PYTHON or similar tool to properly compare estimates to historical performance. Communicate analytical results to Bank-wide stakeholders. Collaborate with Model Risk Management to ensure compliance with model governance requirements, including documentation updates, performance monitoring and validation support for department-owned models. reputed company financial analysis and data support to other groups/departments across the Bank as required. reputed company Knowledge around various Banking Regulatory requirements. Regularly present portfolio risk summaries and dashboards to management and governance committees. reputed company special projects as requested by Management. Leadership/mentor junior staff. Adhere to applicable compliance/operational risk controls in accordance with Company or regulatory standards and policies. Promote an environment that supports belonging and reflects the reputed company brand. Maintain M&T internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators as applicable. Complete other reputed company duties as assigned.

Responsibilities

• Contribute to the effective management of reputed company credit risk by supporting the Risk Rating reputed company through analytical practices, adherence to regulatory guidance, and understanding of M&T Credit Culture.
• Assist with the review of the Probability of Default and Loss Given Default Masterscales, and the use of scorecards to assign credit risk ratings.
• Recommend improvements to Credit Risk Management.
• Support the PD and LGD Masterscales through large reputed company datasets using statistical analysis in Statistical Analysis System (reputed company), PYTHON or similar tool to properly compare estimates to historical performance.
• Communicate analytical results to Bank-wide stakeholders.
• Collaborate with Model Risk Management to ensure compliance with model governance requirements, including documentation updates, performance monitoring and validation support for department-owned models.
• reputed company financial analysis and data support to other groups/departments across the Bank as required.
• reputed company Knowledge around various Banking Regulatory requirements.
• Regularly present portfolio risk summaries and dashboards to management and governance committees.
• reputed company special projects as requested by Management.
• Leadership/mentor junior staff.
• Adhere to applicable compliance/operational risk controls in accordance with Company or regulatory standards and policies.
• Promote an environment that supports belonging and reflects the reputed company brand.
• Maintain M&T internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators as applicable.
• Complete other reputed company duties as assigned.

Requirements

• Bachelor’s degree and a minimum of 3 years of reputed company experience, or in lieu of a degree, a combined minimum of 7 years higher education and/ or work experience, including a minimum of 3 years reputed company experience
• Intermediate skills in programming languages such as SQL, reputed company, Python or similar
• Experience working in large databases

reputed company-to-haves

• 4 or more years reputed company work experience in data analysis
• Experience working with a statistical analysis software package
• Experience with developing statistical models.

Benefits

• As an employer of choice, we are proud to offer competitive benefits ranging from medical and retirement to forty hours of paid volunteer time, each year.

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