Senior Quantitative Risk & Model Validation Analyst

Bank of America in Jersey City, NJ is seeking a senior quantitative risk modeler responsible for conducting market risk stress testing, building new models, and guiding model development and validation across risk types.

You will present results, collaborate with stakeholders, ensure governance, and deliver technical reports while leveraging Python, SAS, and R to analyze large datasets and drive risk insights.

This is a strong role to take on the Senior Quantitative Risk & Model Validation Analyst role at Bank of America Corporation.

We are currently recruiting a Senior Quantitative Risk & Model Validation Analyst for our team in Jersey City, NJ, United States.

This is a genuine role to take on the Senior Quantitative Risk & Model Validation Analyst role at Bank of America Corporation.

As a Senior Quantitative Risk & Model Validation Analyst, you will play an important part at Bank of America Corporation in Jersey City, NJ, United States.