Quantitative Model Analyst
Valley National Bank•Morristown, NJ
•Hybrid
About The Position
The Quantitative Model Analyst performs quantitative and qualitative analyses of financial models, including the capital stress testing model and the interest rate-sensitivity model. The role conducts statistical analyses, determines appropriate model validation processes and frequencies, and validates selected models by assessing theoretical model design, data integrity and completeness, and reliability. The job may be performed remotely up to one day per week.
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.
Responsibilities
- Perform quantitative and qualitative analyses of financial models, including the capital stress testing model and the interest rate-sensitivity model.
- Conduct statistical analyses.
- Determine appropriate model validation processes and frequencies.
- Validate selected models, including assessing theoretical model design, data integrity and completeness, and reliability.
Benefits
- Standard benefits package
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What This Job Offers
Job Type
Full-time
Career Level
Entry Level
