Quantitative Risk Modeler II: Details: Job Posting: Sep 4, 2014, 1:01:58 PM Unposting Date: Ongoing Together, M&T Bank and Wilmington Trust, a part of M&T Bank Corporation, represent one of the country’s leading depository and lending franchises, a premier wealth advisory firm, and the partner of choice for corporate transactions and structures. As one of strongest, most successful companies in the U.S financial services industry, M&T continues to grow, offering value to our shareholders and opportunity to qualified professionals. M&T Bank Corporation is one of the 20 largest commercial bank holding companies headquartered in the United States. With over 16,000 employees and more than 700 branches, M&T serves more than two million consumer households and commercial clients. The Quantitative Risk Modeler is needed to support the analytical, reporting and data needs of the Mortgage Credit Risk Group. The candidate will be responsible for identifying and integrating new sources of data to drive stronger, industry leading credit analytics. This candidate will leverage data to implement controls, determine accountability and identify corrective action through analytics. A thorough understanding of the credit lifecycle is critical to the success of this individual, along with a strong data and math background. Essential Position Responsibilities Lead Quantitative Analysts and Modelers in establishing, monitoring, evaluating and interpreting data with a risk management focus with an understanding of business strategy. Mentor and supervise the work of junior team members and assist in the development of their statistical modeling acumen in areas such as segmentation analysis, logistic regression, decision trees and multivariate analysis.Employ working knowledge of Credit Risk databases to provide data and analytical support to Senior Management. Perform data manipulation and analysis using SQL, SAS and Microsoft Excel and present results and recommendations to Credit Risk Management. Track portfolio performance and risk strategy results. Incorporate observations and data in to existing models to improve predictive results. Identify deviations from forecast/expectations and explain variances. Identify risk and/or opportunities. Prepare exhibits and supporting materials and develop recommendations for credit policy. Contribute to loss forecasts, demographic and credit limit utilization analysis. Provide financial analysis and data support to other groups/departments including Finance, Marketing, Funding, Collections and Corporate Development as needed. Perform Portfolio Management campaign tracking and analysis. Provide guidance and direction to lower level analysts regarding all aspects of data analysis and the construction of predictive statistical models. Lead Credit Risk Modeling projects and initiatives under the guidance and direction from Management. Present data, results and/or recommendations to Senior Management as necessary. Identify opportunities to leverage statistical solutions to solve business problems. dlvr.it/7QfQDd
Posted on: Wed, 05 Nov 2014 12:00:38 +0000
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