Credit Model Development Quantitative Analyst I- HELOC & Residential Mortgage (Hybrid)

Work Arrangement / Location This is a hybrid position requiring four days per week of in‑office work and is ideally based at M&T’s office in Wilmington, DE. Overview Assists in development and analysis of quantitative/econometric behavioral models used for credit risk, interest rate risk and liquidity risk management, as well as balance sheet and capital planning. Supports more experienced analysts and management in data analysis, model development efforts and ad‑hoc analysis as needed. Primary Responsibilities Research and develop quantitative behavioral models used for credit risk, interest rate risk and liquidity risk management, including 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 loans and deposit data sets in SQL or similar tools to specify and estimate econometric models. Produce and run regressions (time series and logistic), programming routines and other econometric analyses to specify models using appropriate statistical software. Communicate results in graphic and tabular form to team members, Treasury management and Bank‑wide stakeholders. Execute models in production environment and communicate analytical results to Bank‑wide stakeholders. Track portfolio performance, model performance, campaign tracking and risk strategy results. Incorporate observations and data into existing models to improve predictive results. Identify deviations from forecasts, explain variances, identify risk and/or opportunities. Support development and maintenance of model documentation, including process procedures and performance monitoring guidelines. Provide financial analysis and data support to other groups and departments as required. Engage with Model Risk Management for model validation exercises. Conduct business in compliance with regulatory guidance and internal controls. Maintain internal control standards, including implementation of audit and regulator‑raised items. Complete other related duties as assigned. Scope of Responsibilities The role uses statistical programming languages to analyze Bank datasets, develop, implement and maintain behavioral models, and communicate findings with clear narratives, compelling data visualization and technical precision, both in person and in writing. The role partners with colleagues in Asset Liability and Liquidity Management, Model Risk Management and business lines to implement and understand models for Bank use. The role is highly technical and requires attention to detail, execution and follow‑up on multiple initiatives across Treasury and the Bank. Identifying, analyzing, rationalizing and communicating complex business, data and statistical problems and recommending solutions is a key factor of success. Supervisory / Managerial Responsibilities Not applicable. Education and Experience Required Bachelor’s degree from an accredited four‑year institution, or a combined minimum of 4 years of higher education and/or work experience. Proven experience in analyzing data sets and explaining results through concise written and verbal communication, charts and graphs. Model development experience. Proficiency in statistical software such as SAS, Stata, R or Python (Python highly preferred). Strong econometric/statistical techniques, especially linear and logistic regression. Experience working autonomously and within a team environment, with demonstrated leadership and a strong desire to learn and contribute. Minimum 1 year of quantitative or data‑oriented experience using SQL or a similar data management environment. Advanced knowledge of spreadsheet, word processing and presentation software. Education and Experience Preferred Bachelor’s degree in Statistics, Economics, Mathematics, Finance or related field, with coursework in statistics, econometrics, economics, computer science, finance or risk management. Prior experience in banking and financial services industry. Experience in using statistical analysis programming. Fluency and high proficiency in econometric/statistical techniques. Proven track record of autonomous work and strong team collaboration. Experience with relevant statistical software such as SAS, Stata, R or Python. Physical Requirements M&T Bank is committed to fair, competitive, and market‑informed pay for our employees. The pay range for this position is $68,400.00 – $114,000.00 Annual (USD). The successful candidate’s specific compensation will reflect the combination of knowledge, skills and experience. Location Wilmington, Delaware, United States of America. EEO Statement M&T Bank is unwavering in providing equal employment opportunities to all employees and applicants regardless of race, color, national origin, religion, ethnicity, sex, gender identity, age, disability, citizenship, pregnancy, veteran status, military status, marital status, sexual orientation, genetic information or any other characteristic protected under applicable federal, state or local laws. #J-18808-Ljbffr M&T Bank Corporation