Commercial Scorecard Risk Analytics Manager

M&T Bank

Buffalo, New York, United States of America
$107,500.00 - $179,100.00 annual (usd); not specif...
Commercial risk rating models
Loss forecasting models
Probability of default (pd) and loss given default (lgd) models
Responsible for the long-term strategic design, implementation, maintenance, testing and use of Commercial Risk Rating Models and Loss forecasting models

Job Summary

  • Responsible for the long-term strategic design, implementation, maintenance, testing and use of Commercial Risk Rating Models and Loss forecasting models.
  • Manage the output of Quantitative Analysts and Modelers and track the development of their statistical modeling acumen.
  • Define, develop and deploy best credit risk practices and infrastructure bank wide.

Matching Summary

Responsible for the long-term strategic design, implementation, maintenance, testing and use of Commercial Risk Rating Models and Loss forecasting models.

Salary

$107,500.00 - $179,100.00 Annual (USD); Not specified; Not specified

Skills & Requirements

Must-have

  • Commercial Risk Rating Models
  • Loss forecasting models
  • Probability of Default (PD) and Loss Given Default (LGD) models
  • Model performance monitoring and reporting
  • Internal validation and back testing
  • Quantitative analysis and statistical modeling

Nice-to-have

  • Industry best practices
  • Collaboration across functions
  • Promote an environment that supports belonging

Key Requirements

  • Minimum of 7 years' relevant work experience
  • Bachelor’s degree or equivalent experience
  • PhD in Mathematics, Statistics, Quantitative Analysis or another technical discipline is a plus

Work Rights

Not specified

Tailored Resume

Cover Letter