Quantitative Model Analyst — Validation & Stress Testing

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.

The Quantitative Model Analyst — Validation & Stress Testing position in the Finance, IT & Technology field is open for applications.

We are currently recruiting a Quantitative Model Analyst — Validation & Stress Testing for our team in Morristown, NJ, United States.

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