Quantitative Model Analyst — Validation & Stress Testing

Valley Bank; Morristown (NJ); Ibrido; USD 122.000 - 193.000; Tempo pieno

Descrizione del lavoro

Valley National Bank d/b/a Valley Bank in Morristown, NJ, is seeking a Quantitative Model Analyst to perform quantitative and qualitative analyses of financial models, including stress testing and interest-rate sensitivity models. The role conducts statistical analyses and determines model validation processes, data integrity, and reliability.

The ideal candidate holds a bachelor's degree and has one year of related experience; remote work up to one day per week is allowed.

Competenze

• Bachelor's degree in Economics, Statistics, or related field.
• One year of experience in financial analysis.
• Experience with financial modeling and statistical analysis.
• Remote work up to one day per week.

Mansioni

• Analyze financial models including capital stress testing and interest rate-sensitivity models.
• Validate model design, data integrity and reliability.

Conoscenze

Financial modeling

Statistical analysis

Model validation

Data integrity

Formazione

Bachelor's degree in Economics/Statistics

Descrizione del lavoro

Valley National Bank d/b/a Valley Bank in Morristown, NJ, is seeking a Quantitative Model Analyst to perform quantitative and qualitative analyses of financial models, including stress testing and interest-rate sensitivity models. The role conducts statistical analyses and determines model validation processes, data integrity, and reliability.

The ideal candidate holds a bachelor's degree and has one year of related experience; remote work up to one day per week is allowed.