Expert Model Risk Analyst - Market & Treasury Risk Validation

M&T Bank

Buffalo, New York, United States of America
Base: $123,600.00 - $206,000.00 annual (usd); bonu...
Not specified
Master's or doctoral degree in quantitative discipline
5+ years experience in model validation or development
Expertise in sr 11-7 and sr 15-18 regulatory standards
M&T Bank is seeking an Expert Model Risk Analyst to validate complex quantitative models across Treasury and Market Risk. The ideal candidate will possess advanced degrees in quantitative disciplines and extensive experience in model validation, ensuring compliance with regulatory standards

Job Summary

  • The role involves leading independent validation of complex quantitative models across Treasury and risk management functions.
  • Candidates must ensure models comply with internal policies and regulatory expectations such as SR 11-7 and SR 15-18.
  • The position offers a competitive annual salary range of $123,600.00 to $206,000.00 based on the candidate's specific qualifications.

Matching Summary

Match Score: 85

M&T Bank is seeking an Expert Model Risk Analyst to validate complex quantitative models across Treasury and Market Risk. The ideal candidate will possess advanced degrees in quantitative disciplines and extensive experience in model validation, ensuring compliance with regulatory standards.

Salary

Base: $123,600.00 - $206,000.00 Annual (USD); Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • Master's or Doctoral degree in quantitative discipline
  • 5+ years experience in model validation or development
  • Expertise in SR 11-7 and SR 15-18 regulatory standards
  • Proficiency in liquidity, IRRBB, FTP, and QRM models
  • Experience with conceptual soundness and implementation reviews

Nice-to-have

  • Ability to mentor junior team members
  • Hands-on experience with challenger model development
  • Strong presentation skills for governance partners
  • Deep understanding of behavioral risk models

Key Requirements

  • Master's or Doctoral degree required
  • Minimum 5 years of relevant work experience
  • Advanced knowledge of Treasury and balance sheet models
  • Proven track record in model risk governance

Work Rights

Not specified

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