Quantitative Risk Modeling Expert
1 month ago
We are seeking a highly skilled Quantitative Risk Analyst Expert to join our team at M&T Bank. As a key member of our Credit Risk Management department, you will be responsible for performing advanced data and statistical analysis to support the creation and maintenance of statistical models.
Key Responsibilities- Lead a team of Quantitative Analysts in establishing, monitoring, evaluating, and interpreting data with a risk management focus, ensuring alignment with business strategy.
- Mentor and supervise 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 regarding all aspects of data analysis and the construction of predictive statistical models.
- Understand and adhere to the Company's risk and regulatory standards, policies, and controls in accordance with the Company's Risk Appetite, identifying risk-related issues needing escalation to management.
- Promote an environment that supports diversity and reflects the M&T Bank 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 related duties as assigned.
To be successful in this role, you will need:
- A Bachelor's degree or equivalent combination of higher education and/or work experience, including a minimum of 7 years relevant experience.
- Experience with SAS, SAS Enterprise Miner, and other Statistical Software Packages.
- Advanced knowledge of SQL and Microsoft Office.
- Ability to utilize analytics in a collaborative manner across business functions and product lines to derive optimum solutions.
- Demonstrated ability to communicate complex concepts.
- Demonstrated ability to manipulate and analyze data across large databases.
Credit Analysis experience is highly desirable.
LocationThis role is based in London, United Kingdom.
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