Senior Treasury Quantitative Analyst

MTB (M&T Bank)

New York, NY, USA
Base: $112,778.00 – $122,402.00 py; bonus/equity: ...
Sas r python or matlab modeling
Credit interest rate liquidity risk
Sql large dataset analysis
The role involves developing and executing quantitative behavioral models for credit, interest rate, and liquidity risk management

Job Summary

  • The role involves developing and executing quantitative behavioral models for credit, interest rate, and liquidity risk management.
  • Candidates must utilize SAS, R, Python, or MATLAB to implement models and analyze large financial datasets using SQL.
  • The position requires strict adherence to regulatory guidance including SR 10-1, SR 10-6, and SR 11-7 while collaborating with audit teams.

Matching Summary

The role involves developing and executing quantitative behavioral models for credit, interest rate, and liquidity risk management.

Salary

Base: $112,778.00 – $122,402.00 per year; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • SAS R Python or MATLAB modeling
  • Credit interest rate liquidity risk
  • SQL large dataset analysis
  • Model implementation in production
  • Regulatory compliance SR 11-7

Nice-to-have

  • Guidance to less experienced personnel
  • Communication of analytical results
  • Portfolio performance tracking
  • Process efficiency improvement

Key Requirements

  • Master's degree in Statistics Economics Finance
  • 2 years experience in quantitative modeling
  • Experience with model risk management testing
  • In-office work 4 days per week

Work Rights

Not specified

Tailored Resume

Cover Letter