Commercial Scorecard Risk Analytics Manager

Mtbachelor

Buffalo, New York, United States of America
Base: $107,500.00 - $179,100.00 annual (usd); bonu...
Commercial probability of default (pd) models
Loss given default (lgd) models
Credit risk model development
Responsible for the long-term strategic design, implementation, maintenance, testing and use of Commercial Risk Rating Models and Loss forecasting models utilized for credit risk management or other enterprise initiatives

Job Summary

  • Responsible for the long-term strategic design, implementation, maintenance, testing and use of Commercial Risk Rating Models and Loss forecasting models utilized for credit risk management or other enterprise initiatives.
  • Act as a key contact for outside parties such as bank examiners and auditors on the Commercial Credit Risk Rating structure and process while ensuring compliance with regulations.
  • Manage a team of Quantitative Credit Risk Management Analysts and Modelers and promote an environment that supports belonging and reflects the M&T Bank brand.

Matching Summary

Responsible for the long-term strategic design, implementation, maintenance, testing and use of Commercial Risk Rating Models and Loss forecasting models utilized for credit risk management or other enterprise initiatives.

Salary

Base: $107,500.00 - $179,100.00 Annual (USD); Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • Commercial Probability of Default (PD) models
  • Loss Given Default (LGD) models
  • Credit risk model development
  • Model validation and back testing
  • Regulatory compliance for credit models
  • Statistical modeling techniques
  • Cross-functional collaboration

Nice-to-have

  • Strong verbal and written communication
  • Management and leadership skills
  • Ability to explain complex statistical concepts
  • Knowledge of commercial loan analysis techniques
  • PhD in quantitative discipline

Key Requirements

  • Bachelor’s degree or equivalent experience
  • Minimum 7 years relevant work experience
  • Experience with commercial loan underwriting and credit analysis
  • Experience managing quantitative analysts
  • Knowledge of regulatory frameworks such as DFAST and CCAR

Work Rights

Not specified

Tailored Resume

Cover Letter