Expert Model Risk Analyst - Market & Treasury Risk Validation

Mtb

Buffalo, New York, United States of America
Base: $123,600.00 - $206,000.00 annual (usd); bonu...
Not specified
Independent validation of quantitative models
Experience in model risk governance
Conducting comprehensive testing and evaluations
M&T Bank is seeking an Expert Model Risk Analyst to validate complex quantitative models related to Treasury and Market Risk. The ideal candidate will possess advanced quantitative skills, significant experience in model validation, and the ability to work independently while supporting regulatory compliance

Job Summary

  • The Expert Model Validation Analyst is responsible for independently validating complex quantitative models across Treasury, Market Risk, Liquidity, and Balance Sheet Management.
  • This role supports the Bank’s model risk governance framework and ensures models operate effectively and comply with regulatory expectations.
  • The successful candidate will prepare high-quality validation documentation and present results to stakeholders.

Matching Summary

Match Score: 85

M&T Bank is seeking an Expert Model Risk Analyst to validate complex quantitative models related to Treasury and Market Risk. The ideal candidate will possess advanced quantitative skills, significant experience in model validation, and the ability to work independently while supporting regulatory compliance.

Salary

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

Skills & Requirements

Must-have

  • Independent validation of quantitative models
  • Experience in model risk governance
  • Conducting comprehensive testing and evaluations

Nice-to-have

  • Mentorship of junior team members
  • Enhancing validation methodologies
  • Participating in regulatory exams

Key Requirements

  • Master's or Doctoral degree in quantitative discipline
  • 5+ years of experience in model validation
  • Technical knowledge of advanced analytics software

Work Rights

Not specified

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