Quantitative Model Analyst: Stress Testing & Validation

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.

This is a genuine role to take on the Quantitative Model Analyst:
Stress Testing & Validation role at Valley National Bank.

We are looking to fill the Quantitative Model Analyst:
Stress Testing & Validation position at Valley National Bank in Morristown, NJ, United States.

The Quantitative Model Analyst:
Stress Testing & Validation role at Valley National Bank is now open for applications in Morristown, NJ, United States.