Skip navigation
Unable to save this job. Please try again later.

{msg}

Email this Job to Yourself or a Friend

To begin the application process, please enter your email address.

Company Contact Info

  • Buffalo, NY

Already have an account?

Sign in to apply with your saved resumes.

New to CareerBuilder?

Don't have an account? Continue as a guest!

Sorry, we cannot save or unsave this job right now.

Report this Job

Trust and Site Security Team.

Don't miss out on new jobs!

Get the latest Treasury Analyst jobs in Buffalo, NY delivered directly to your inbox. You can unsubscribe at any time.

Saving Your Job Alert

Job Alert Saved!

Could not save Job Alert!

You have too many Job Alerts!

This email address has reached the maximum of 5 email alerts. To create a new alert, you will need to log into your email and unsubscribe from at least one.

Sign Up

or   Sign In Here
Password Must Contain
• 
8 to 15 characters
• 
1 uppercase letter
• 
1 number or symbol
• 
1 lowercase letter
Cancel
Create an Account with CareerBuilder to save jobs & unlock these great features
See similar job titles and skills to help you make your next move
Upload a resume and become visible to Hiring Managers and Employers
Compare Salary Information to see where you stand amongst your peers
Easily Quick Apply to jobs with just one click!

Email Send Failed!

Treasury Quantitative Analyst I

M&T Bank • Buffalo, NY

Posted 18 days ago

Job Snapshot

Full-Time
Other Great Industries
Other

Job Description

FUNCTION:
Assists in development and analysis of quantitative/econometric behavioral models used for credit risk, interest rate risk and liquidity risk management, as well as balance sheet and capital planning. Supports senior analysts, lead analysts and M&T management in data analysis, model development efforts and ad hoc analysis as needed.

Responsibilities:
Assist in researching and developing quantitative behavioral models used for credit risk, interest rate risk and liquidity risk management, as well as balance sheet and capital planning, including but not limited to, loan delinquency, default and loss models, loan prepayment and utilization models, deposit attrition models and financial instrument valuation methods.
Prepare, manage and analyze large customer loans and deposit data sets for statistical analysis in Structured Query Language (SQL) or similar toll to properly specify and estimate econometric models to understand customer or Bank behavior for purposes of interest rate, liquidity or stressed capital risk. Understand the context of the Bank's data and businesses to ensure properly developed models.
Produce and run regressions (including time series and logistic regression), programming routines and other econometric analyses to specify models using statistical software (e.g. such as SAS, Stata, R or Python); communicate results, including graphic and tabular forms of model development activities to fellow team members, Treasury management and Bank-wide stakeholders, including the business lines and Risk Management colleagues to demonstrate key risk drivers and dynamics of model output.
Execute models in production environment; communicate analytical results to Bank-wide stakeholders. Track portfolio performance, model performance, campaign tracking and risk strategy results. Incorporate observations and data in to existing models to improve predictive results.
Support the development and maintenance of satisfactory model documentation, including process procedures and performance monitoring guidelines to serve as reference source.
Provide financial analysis and data support to other groups/departments across the Bank as required, including Finance, Credit, Marketing, business product lines and Customer Asset Management
Engage with colleagues in Model Risk Management for model validation exercises.
Conduct business in compliance with regulatory guidance including SR (Supervision and Regulation Letters) 10-1, SR 10-6, SR 11-7, Enhanced Prudential Standards, etc.
Adhere to applicable compliance/operational risk/model controls and other second line of defense policies and regulatory standards, policies and procedures.
Understand and adhere to the Company's risk and regulatory standards, policies and controls in accordance with the Company's Risk Appetite. Identify risk-related issues needing escalation to management.
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.

Required Qualifications:
Bachelor's degree, or in lieu of a degree, a combined minimum of 4 years' higher education and/or work experience
Proven ability to analyze data sets and explain results of analysis through concise written and verbal communication as well as charts/graphs

Preferred Qualifications:
Bachelor's degree in statistics, economics, mathematics, finance or related field in the quantitative social, physical, natural or engineering sciences, inclusive of proven coursework proficiency in statistics, econometrics, economics, computer science, finance or risk management
Minimum 1 year statistical analysis programming experience
Prior experience in banking and financial services industry
Experience with pertinent statistical software packages such as SAS, Stata R or Python
Fluency and high proficiency in econometric/statistical techniques, especially time-series analysis and logistic regression
Proven track record for being able to work autonomously, within a team environment, exhibiting demonstrated leadership and a strong desire to learn and contribute to a group
Minimum 2 years' proven quantitative or data-oriented experience, including on-the-job use of statistical data analysis and data management environment such as SQL
Advanced knowledge of pertinent spreadsheet, word processing and presentation software

We encourage candidates with relevant military experience to apply.

Job ID: 3DJUX
Help us improve CareerBuilder by providing feedback about this job: Report this Job.
CAREERBUILDER TIP
For your privacy and protection, when applying to a job online, never give your social security number to a prospective employer, provide credit card or bank account information, or perform any sort of monetary transaction. Learn more.
By applying to a job using CareerBuilder you are agreeing to comply with and be subject to the CareerBuilder Terms and Conditions for use of our website. To use our website, you must agree with the Terms and Conditions and both meet and comply with their provisions.
Don't miss out on new jobs like this
Get the latest jobs delivered to your inbox. Unsubscribe at any time.

Saving Your Job Alert

Job Alert Created

Well, this is embarrassing. We are having trouble saving your search. You can try again or come back at a later time.

Maximum Email Alerts

This email address has reached the maximum of 5 email alerts. To create a new alert, you will need to log into your email and unsubscribe from at least one.