Credit Model Quantitative Lead (Hybrid)

Work Arrangement/Location

This is a hybrid position requiring in-office work three days every week. Ideally the position will be based in Buffalo, NY but may be in an M&T office in Buffalo, NY, Baltimore, MD, Wilmington, DE, or Washington, DC. There is potential for a remote work arrangement if the final candidate is not near one of the above locations.

Overview

The credit model development team is looking for a senior model developer that can serve as a lead to independently develop and maintain quantitative models used for credit risk, capital planning or underwriting. The lead may supervise the work of model development analysts and provide direction to less experienced personnel on a project-by-project basis. This is a great opportunity to be part of a highly dedicated quantitative team of model developers.

Primary Responsibilities

• Develop and/or lead the development of quantitative models used for credit risk, capital planning or underwriting.
• Lead less experienced model developers and analysts as required to meet project objectives.
• Use Python, SAS and SQL to manipulate customer loan or financial data for statistical analysis and model development.
• Employ common model methodologies such as logistic regression, time series, survival analysis, boosted trees and similar machine learning methods to create robust and flexible solutions to complex business problems.
• Work with multiple model stakeholders across different areas of the