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Quantitative Model Analyst - Intern

Company: Valley National Bancorp
Location: Wayne
Posted on: June 4, 2021

Job Description:

The Risk Intern will conduct independent analyses and validation of financial models.

Responsibilities include but are not limited to:

* Conduct independent quantitative validation and provide challenges to financial models (70%). * Document all the analyses, testing, and validations (25%). * Work with model users to identify model risks and establish mitigating controls (5%).

Required Skills:

* Solid foundation of statistics and statistical analysis. * Extensive experience of Statistical package, such as R. * Deep Understanding of financial models and markets, including options and derivatives. * Strong analytic and problem-solving skills. * Proficient programming skills: R, SQL, Python, Microsoft Office. * Knowledge of Artificial Intelligence and Machine Learning is preferred. * Highly organized, detail oriented and good coordination skills to manage numerous inputs and data sources. * Strong verbal and written communication and presentation skills. * Work independently as well as collaboratively.

Required Experience:

* Bachelor Degree in Economics/Econometrics or related quantitative field (mathematics, physics, chemistry, computer science, finance). * Master Degree in Financial Engineering or other quantitative field preferred.

Keywords: Valley National Bancorp, Wayne , Quantitative Model Analyst - Intern, Other , Wayne, New Jersey

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