Senior Treasury Quantitative Analyst

MTB (M&T Bank)

New York, NY, United States
$112,778.00 – $122,402.00 py
On-site
Sas, r, python, or matlab for model analytics
Quantitative behavioral modeling
Credit risk, interest rate risk, and liquidity risk management
Drive implementation and execution of quantitative behavioral models used for credit risk, interest rate risk and liquidity risk management, as well as balance sheet and capital planning

Job Summary

  • Drive implementation and execution of quantitative behavioral models used for credit risk, interest rate risk and liquidity risk management, as well as balance sheet and capital planning.
  • Prepare, manage and analyze large customer loan, deposit and/or financial data sets for statistical analysis in Structured Query Language (SQL) or similar tool.
  • Conduct business in compliance with regulatory guidance including SR (Supervision and Regulation Letters) 10-1, SR 10-6, SR 11-7, Enhanced Prudential Standards, etc.

Matching Summary

Drive implementation and execution of quantitative behavioral models used for credit risk, interest rate risk and liquidity risk management, as well as balance sheet and capital planning.

Salary

$112,778.00 – $122,402.00 per year

Skills & Requirements

Must-have

  • SAS, R, Python, or MATLAB for model analytics
  • Quantitative behavioral modeling
  • Credit risk, interest rate risk, and liquidity risk management
  • Balance sheet and capital planning
  • SQL for data analysis
  • Model implementation and execution in production

Nice-to-have

  • Understanding bank data and business context
  • Improving process efficiency
  • Identifying risk and opportunities
  • Communicating analytical results to stakeholders

Key Requirements

  • Master's degree in Statistics, Economics, Finance or related technical field
  • 2 years of experience in the job offered or related occupation
  • 2 years of experience with model testing and performance assessment
  • 2 years of experience engaging with regulators (Federal Reserve, FDIC, OCC)
  • 2 years of experience providing controls and governance over quantitative models

Work Rights

Not specified

Tailored Resume

Cover Letter