Perform advanced credit risk data analysis on the consumer unsecured portfolios (credit cards, unsecured loans, overdraft) to identify areas of risk, evaluate the risk of proposed product, process, policy, and model changes, and provide ongoing monitoring of credit metrics.
Requirements
- Experience with SAS, SAS Enterprise Miner and other Statistical Software Packages.
- Advanced Knowledge of SQL and Microsoft Office.
- Demonstrated ability to manipulate and analyze data across large databases.
Responsibilities
- Perform advanced credit risk data analysis on the consumer unsecured portfolios (credit cards, unsecured loans, overdraft) to identify areas of risk, evaluate the risk of proposed product, process, policy, and model changes, and provide ongoing monitoring of credit metrics.
- Provide oversight and expertise in the model creation, testing and validation.
- Develop and integrate model strategy to support business initiatives and regulatory compliance.
- Lead Quantitative Analysts in establishing, monitoring, evaluating and interpreting data with a risk management focus with an understanding of business strategy.
- 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.
Other
- Provide oversight of the quarterly ACL process and capital adequacy planning.
- Ensure compliance with internal governance processes and external regulatory requirements; provide expertise and guidance to first-line partners.
- Support unit (dept.) in data analysis.
- Mentor and may supervise the work of junior team members and assist in the development of their analytical acumen, loss forecasting, and presentation skills.
- Understand and adhere to the Company’s risk and regulatory standards, policies and controls in accordance with the Company’s Risk Appetite.
- Promote an environment that supports belonging 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.
