Overview:

Responsible for monitoring, evaluating and interpreting data on the Bank’s Commercial Loan Probability of Default and Loss Given Default risk ratings, focusing on the preparation of trend analysis, exposure limits and various risk identification reports.

Develop tools allowing for the monitoring of movements in the portfolio, identify emerging risks and make recommendations to management.

Leverage risk experience and business knowledge to assist in planning initiatives to accomplish enterprise-wide goals around the Commercial Portfolio.

Primary Responsibilities:

• Apply M&T Bank Frameworks and Policies around credit risk ratings to the analysis and review of risk rating methodologies

• Prepare exhibits and supporting materials and develop recommendations for risk rating policy or procedural documentation.

• Analyze credit risk rating methodologies and scorecards to ensure that Bank and regulatory policies are being followed, and that they align with credit risks for the Bank’s portfolio

• Review the Probability of Default and Loss Given Default Masterscales, as well as scorecard models used to assign credit risk ratings, to ensure that they are properly ranking risk.

• Partner with Commercial Marketing and Business Line Leadership to discuss current portfolio tracking and business observations.

• Conduct portfolio segmentation analysis using origination, financial, demographic, behavioral, market, and economic data as appropriate.

• Obtain data from disparate sources, link information, check data integrity, and perform exploratory analysis.  Develop programs to efficiently explore hypothetical questions.

• Monitor performance of loan portfolio credit quality; communicate issues to management; quantify business ramifications, Investigate any incident that may result in losses and compile findings for Management review.

• Leverage industry information and contacts to support analysis through trend comparison.

• Participate in cross-functional teams as SME for enterprise projects such as CCAR, Enterprise Data Warehouse, system implementation, etc.

• Partner with Credit Data Analytic group to formulate practical database problem solving approaches to business challenges.

• Develop Knowledge around various Banking Regulatory requirements. Regularly present portfolio risk summaries and dashboards to management and governance committees.

• Lead special projects as requested by Management.

• Leadership/mentor junior staff.

• Adhere to applicable compliance/operational risk controls in accordance with Company or regulatory standards and policies.

• Promote an environment that supports diversity and reflects the M&T Bank brand.

• Maintain M&T internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators as applicable.

• Complete other related duties as assigned.

• Scope of Responsibilities:

• Supervisory/ Managerial Responsibilities:

• May function as Supervisor for one to two Risk Analyst I or II level employees

Education and Experience Required:

Bachelor’s Degree in a Business or Mathematics-based or related Disciple, or in lieu of degree four or five years’ credit risk, financial or business analysis experience. Five years’ relevant experience in Banking, Risk or Finance analysis or a related field. Five years’ experience preparing written documentation and/or papers/publications.

Education and Experience Preferred:

Minimum of 2 years’ experience analyzing large data sets and explaining results of analysis through concise written and verbal communication as well as charts/graphs

Masters’ of Science or Doctorate degree in Statistics, Economics, Finance or related field in the quantitative social, physical or engineering sciences, with proven coursework proficiency in statistics, econometrics, economics, computer science, finance or risk management

Minimum of 3 years’ statistical analysis programming experience

Python/SAS experience

Financial Risk Manager (FRM) or Chartered Financial Analyst (CFA) designation

Fluency and high proficiency in econometric/statistical techniques, especially time-series analysis, panel data methods and logistic regression

Experience in financial statement ratios, mathematical modeling and statistics as it relates to Commercial Credit risk.

Proven track record for being able to work autonomously and within a team environment

Demonstrated leadership skills

Strong desire to learn and contribute to a group

M&T Bank is committed to fair, competitive, and market-informed pay for our employees. The pay range for this position is $0.00 - $0.00 Annual (USD). The successful candidate’s particular combination of knowledge, skills, and experience will inform their specific compensation. The range listed above corresponds to our national pay range for this role. The specific pay range applicable to you may vary based on your location.

Location

Sanford, North Carolina, United States of America