Advanced Quantitative Risk Modeling Expert

7 days ago


London, Greater London, United Kingdom M&T Bank Full time

Overview:

M&T Bank seeks a skilled Quantitative Risk Analyst Expert to lead our data analysis and model construction efforts. This critical role will be responsible for creating, testing, and validating statistical models, as well as providing expertise in data manipulation and analysis.

Primary Responsibilities:

  • Lead a team of quantitative analysts in establishing, monitoring, evaluating, and interpreting data with a risk management focus, aligned with business strategy.
  • Mentor junior team members, assisting in the development of their statistical modeling acumen in areas such as segmentation analysis, logistic regression, decision trees, and multivariate analysis.
  • Employ working knowledge of Credit Risk databases to provide data and analytical support to senior management.
  • Perform data manipulation and analysis using SQL, SAS, and Microsoft Excel, presenting results and recommendations to Credit Risk Management.
  • Track portfolio performance and risk strategy results, incorporating observations and data into existing models to improve predictive results.
  • Provide guidance and direction to lower-level analysts on all aspects of data analysis and the construction of predictive statistical models.
  • Understand and adhere to M&T Bank's risk and regulatory standards, policies, and controls, identifying risk-related issues needing escalation to management.
  • Promote a diverse work environment that reflects the M&T Bank brand.
  • Maintain M&T internal control standards, implementing internal and external audit points together with any issues raised by external regulators.
  • Complete other related duties as assigned.

Salary: The estimated salary range for this position is £80,000 - £120,000 per annum, depending on experience.

Required Skills and Qualifications:

  • Bachelor's degree or combined higher education and/or work experience equivalent to 11 years, including a minimum of 7 years relevant experience.
  • Master's degree in Mathematics, Statistics, Quantitative Analysis, or another technical discipline, with a minimum of 5 years relevant experience, or combined higher education and/or work experience equivalent to 11 years, including a minimum of 5 years relevant experience.
  • Minimum of 7 years relevant experience in banking or financial services.
  • Experience with SAS, SAS Enterprise Miner, and other statistical software packages.
  • Advanced knowledge of SQL and Microsoft Office.
  • Ability to utilize analytics collaboratively across business functions and product lines to derive optimum solutions.
  • Demonstrated ability to communicate complex concepts and manipulate and analyze large datasets.

Location:

London, United Kingdom



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