Quantitative Model Analyst: Stress Testing & Validation

Valley National Bank; Morristown (NJ); In loco; USD 90.000 - 130.000; Tempo pieno

Descrizione del lavoro

Valley National Bank in Morristown, NJ, seeks a candidate to perform quantitative and qualitative analyses of financial models, including the capital stress testing model and the interest rate-sensitivity model.

The role will conduct statistical analyses and determine appropriate model validation processes and frequencies, and validate selected models by examining theoretical design, data integrity and reliability. This work supports risk management decisions and regulatory compliance.

Mansioni

• Perform quantitative and qualitative analyses of financial models, including the capital stress testing model and the interest rate-sensitivity model.
• Validate selected models including theoretical model design, data integrity and completeness, and reliability.

Descrizione del lavoro

Valley National Bank in Morristown, NJ, seeks a candidate to perform quantitative and qualitative analyses of financial models, including the capital stress testing model and the interest rate-sensitivity model.

The role will conduct statistical analyses and determine appropriate model validation processes and frequencies, and validate selected models by examining theoretical design, data integrity and reliability. This work supports risk management decisions and regulatory compliance.