Job Description
**Location:** Available at designated bank hub locations in Buffalo, NY; Wilmington, DE; Bridgeport, CT; or Boston, MA
**Overview:**
Responsible for the long-term strategic design, implementation, maintenance, testing and use of Commercial Risk Rating Models and Loss forecasting models utilized for credit risk management or other enterprise initiatives and sets the strategic direction for the process of continuous enhancements. Particular emphasis is the Bank’s commercial Probability of Default (PD) and Loss Given Default (LGD) models. Act as a key contact for outside parties (bank examiners, auditors) on M&T’s Commercial Credit Risk Rating structure and process. Also, responsible for keeping up to date with industry’s best practice and changes in the field of commercial risk ratings.
**Primary Responsibilities:**
+ Development and Maintenance of the framework for Commercial PD and LGD credit risk models for the institution.
+ Development and Mainten...
**Overview:**
Responsible for the long-term strategic design, implementation, maintenance, testing and use of Commercial Risk Rating Models and Loss forecasting models utilized for credit risk management or other enterprise initiatives and sets the strategic direction for the process of continuous enhancements. Particular emphasis is the Bank’s commercial Probability of Default (PD) and Loss Given Default (LGD) models. Act as a key contact for outside parties (bank examiners, auditors) on M&T’s Commercial Credit Risk Rating structure and process. Also, responsible for keeping up to date with industry’s best practice and changes in the field of commercial risk ratings.
**Primary Responsibilities:**
+ Development and Maintenance of the framework for Commercial PD and LGD credit risk models for the institution.
+ Development and Mainten...