Credit Review Data Scientist Senior (Credit Risk)

Location: Hybrid position in Buffalo, New York, United States of America

Salary: $103,000.00–$171,600.00 annual USD

Company

M&T Bank is a financial institution supporting commercial and consumer lending and credit risk operations.

What you will do

• Extract data from commercial and consumer loan systems and data warehouse environments.
• Create repeatable ETL processes and automated datasets.
• Analyze portfolio segments, asset quality trends, concentrations, risk stratifications, and Credit Review risk assessments.
• Develop statistically valid samples, stratify portfolio populations, and document sampling methodologies.
• Build and maintain dashboards covering review universes, review completion, testing deviations, delinquencies, criticized assets, charge-offs, risk rating migration, and emerging risks.
• Support targeted reviews, management analysis requests, regulatory examinations, and data visualization initiatives.

Requirements

• Bachelor’s degree and at least 5 years of related experience, or 9 years of combined higher education and/or work experience including at least 5 years of related experience without a degree.
• Experience applying statistical and data science principles, including A/B testing, sample selection, hypothesis testing, and modeling bias.
• Proficiency with relevant statistical software, programming languages, and analytical tools.
• Experience with hybrid databases across on-premise and cloud environments.
• Intermediate SQL and NoSQL knowledge.
• Intermediate understanding of Bayesian modeling, classification models, cluster analysis, neural networks, non-parametric methods, and multivariate statistics.
• Experience analyzing large datasets.

Nice to have

• Credit Risk Management or Credit Review experience.
• Knowledge of data management, analysis, and warehousing products, systems, and workflows, including Python, Power BI, and Alteryx.
• Strong data governance and data warehousing knowledge, including experience remediating complex data issues.
• Strong statistical sampling, statistical analysis, portfolio analytics, and data visualization skills, including Power BI and Tableau.
• Understanding of AI, Generative AI, and Machine Learning applications and capabilities.
• Prompt engineering skills.

Culture & Benefits

• Hybrid work arrangement.
• Full-time employment.
• Compensation is market-informed, with the specific offer based on knowledge, skills, and experience.