Quantitative Finance & Risk Modeling Analyst

Valley Bank; Morristown (NJ); On-site; USD 121,000 - 148,000; Full time

Job summary

Valley Bank in Morristown, NJ is seeking a Quantitative Business Analyst to develop and execute predictive financial and econometric models for enterprise-wide use, including credit, interest rate, liquidity risk management, balance sheet, and capital planning.

You will prepare and analyze large loan, deposit, and financial datasets using SQL or similar tools, perform regressions and other statistical analyses, and maintain model documentation while supporting regulatory reviews and standards.

Qualifications

• Master’s Degree in Statistics, Finance, or closely related field.
• 1 year of experience as an Analyst, Director, or closely related role in a financial setting.

Responsibilities

• Develop and execute predictive financial and econometric models for enterprise-wide use (credit, interest rate, liquidity risk management, balance sheet, and capital planning).
• Prepare and analyze large loan, deposit, and financial datasets using SQL or similar tool.
• Perform regressions, programming routines, and other statistical analyses.
• Serve as liaison between stress testing, model validation, and business lines.
• Maintain model documentation.
• Support regulatory reviews and ensure compliance with regulatory guidance and Enhanced Prudential Standards.

Skills

Python

SQL

Microsoft Excel

Statistical analysis

Education

Master's Degree in Statistics or Finance or closely related field

Tools

SQL

Python

Microsoft Excel

Job description

Valley Bank in Morristown, NJ is seeking a Quantitative Business Analyst to develop and execute predictive financial and econometric models for enterprise-wide use, including credit, interest rate, liquidity risk management, balance sheet, and capital planning.

You will prepare and analyze large loan, deposit, and financial datasets using SQL or similar tools, perform regressions and other statistical analyses, and maintain model documentation while supporting regulatory reviews and standards.