Quantitative Model Analyst

Job Summary

Quantitative Model Analyst sought by Valley National Bank d/b/a Valley Bank in Morristown, NJ.

About the Role

Perform quantitative and qualitative analyses of financial models, including the capital stress testing model and the interest rate-sensitivity model. Conduct statistical analyses and determine appropriate model validation processes and frequencies. Validate selected models including theoretical model design, data integrity and completeness, and reliability.

Responsibilities

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

Requirements

• Bachelor's degree (or foreign equivalent) in Economics, Statistics, or a closely related field.
• One year of experience in the job offered or a closely related role.
• One year of experience performing financial analysis, financial modeling, and statistical analysis. Experience may be concurrent.

Qualifications

• Salary: $122,200 to $192,500/year.
• Standard benefits package.

Apply online here.