Wilmington Trust
Credit Risk Quantitative Expert - Commercial Credit Scorecard Development (Hybri
Wilmington Trust, Washington, District of Columbia, us, 20022
Credit Risk Quantitative Expert - Commercial Credit Scorecard Development (Hybrid - see potential locations in job description)
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Credit Risk Quantitative Expert - Commercial Credit Scorecard Development (Hybrid - see potential locations in job description)
role at
Wilmington Trust .
Position Details
Work Arrangement/Location:
Hybrid position requiring in-office work three days a week. Ideally based in M&T's Bridgeport, CT office, but other locations include Buffalo, NY; Baltimore, MD; NY, NY; Paramus, NJ; Wilmington, DE; or Washington, DC. Remote work within the U.S. may be considered.
Overview Senior developer within Treasury supporting data, systems, and forecasting needs related to credit, interest rate risk, liquidity risk, CCAR/stress testing, and economic capital. Acts as a Bank-wide expert in quantitative risk management, mentoring staff and leading projects.
Responsibilities
Lead research and development for data relevant to the Bank’s customers, portfolios, and products; interpret results and present to management.
Support model development and implementation for behavioral models supporting credit risk, interest rate, liquidity, and capital practices.
Collaborate with internal clients to explain models, scorecards, and forecasts.
Work with partners to develop strategies for pricing, underwriting, or funding to maximize profitability.
Maintain comprehensive model documentation and performance monitoring guidelines.
Lead financial analysis and data support across the Bank, including model validation engagements.
Guide less experienced staff in data analysis and model development.
Ensure adherence to risk and regulatory standards, escalating issues as needed.
Maintain internal controls and address audit/regulatory points.
Perform other related duties as assigned.
Qualifications
Bachelor’s degree + 6 years’ experience in quantitative behavioral modeling, or 10 years’ combined education/work experience.
6+ years’ experience with SAS, Python, Stata, R, and SQL Server Management Studio.
Proven experience analyzing large datasets, explaining results, and developing credit scorecards.
Preferred Skills
Masters or Doctorate in statistics, economics, finance, or related; 8+ years’ programming experience.
Strong Python skills, FRM or CFA designation preferred.
Expertise in econometrics, time-series, panel data, and logistic regression.
Experience with balance sheet management and financial modeling.
Knowledge of model risk management and validation guidelines.
Leadership skills and ability to work autonomously and collaboratively.
Compensation & Location Salary range: $141,158 - $235,264 annually. Location: Bridgeport, CT or other specified U.S. locations.
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Credit Risk Quantitative Expert - Commercial Credit Scorecard Development (Hybrid - see potential locations in job description)
role at
Wilmington Trust .
Position Details
Work Arrangement/Location:
Hybrid position requiring in-office work three days a week. Ideally based in M&T's Bridgeport, CT office, but other locations include Buffalo, NY; Baltimore, MD; NY, NY; Paramus, NJ; Wilmington, DE; or Washington, DC. Remote work within the U.S. may be considered.
Overview Senior developer within Treasury supporting data, systems, and forecasting needs related to credit, interest rate risk, liquidity risk, CCAR/stress testing, and economic capital. Acts as a Bank-wide expert in quantitative risk management, mentoring staff and leading projects.
Responsibilities
Lead research and development for data relevant to the Bank’s customers, portfolios, and products; interpret results and present to management.
Support model development and implementation for behavioral models supporting credit risk, interest rate, liquidity, and capital practices.
Collaborate with internal clients to explain models, scorecards, and forecasts.
Work with partners to develop strategies for pricing, underwriting, or funding to maximize profitability.
Maintain comprehensive model documentation and performance monitoring guidelines.
Lead financial analysis and data support across the Bank, including model validation engagements.
Guide less experienced staff in data analysis and model development.
Ensure adherence to risk and regulatory standards, escalating issues as needed.
Maintain internal controls and address audit/regulatory points.
Perform other related duties as assigned.
Qualifications
Bachelor’s degree + 6 years’ experience in quantitative behavioral modeling, or 10 years’ combined education/work experience.
6+ years’ experience with SAS, Python, Stata, R, and SQL Server Management Studio.
Proven experience analyzing large datasets, explaining results, and developing credit scorecards.
Preferred Skills
Masters or Doctorate in statistics, economics, finance, or related; 8+ years’ programming experience.
Strong Python skills, FRM or CFA designation preferred.
Expertise in econometrics, time-series, panel data, and logistic regression.
Experience with balance sheet management and financial modeling.
Knowledge of model risk management and validation guidelines.
Leadership skills and ability to work autonomously and collaboratively.
Compensation & Location Salary range: $141,158 - $235,264 annually. Location: Bridgeport, CT or other specified U.S. locations.
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