Lead AVP, Financial Risk Analytics & Stress Testing (2LoD)

Bank of China; Greater London; On-site; GBP 90,000 - 120,000; Full time

Job summary

Bank of China in London seeks an Assistant Vice President for Financial Risk Analytics & Stress Testing (2LoD). You will oversee credit risk and counterparty risk analytics, review models for liquidity, IRRBB, capital and traded risk, and strengthen second line involvement in ALM system implementation.

The role requires strong Python/R programming skills, stakeholder management, and regulator engagement experience to support independent risk oversight and reporting.

Qualifications

• Degree in mathematics, IT, physics, economics, statistics, engineering or related field.
• Professional qualification in Risk Management/ALM/treasury desirable.
• Experience in liquidity, IRRBB and capital risk within a regulated bank.
• Experience in 2LoD or independent oversight and quantitative model implementation.
• Proven engagement with regulators (PRA/FCA) in reviews or remediation.

Responsibilities

• Act as the 2LoD SME for financial risk analytics and ALM system implementation.
• Ensure risk management framework aligns with ERM, regulatory requirements and best practice.
• Define clear roles and segregation across 1LoD/2LoD with accountability.
• Provide risk-based 2LoD review of liquidity and capital regulatory reports.
• Produce and oversee stress testing, scenario and sensitivity analyses.
• Guide 1LoD controls testing and 2LoD controls testing program.
• Review remediation plans and oversee regulatory feedback and audit findings.
• Support risk oversight committees with analysis, reporting and challenge.
• Drive improvements across Regulatory Reporting and Capital/Liquidity framework.
• Provide training and develop team capability for 2LoD.

Skills

2LoD oversight

Stress testing

Regulatory reporting

Stakeholder management

Analytical judgement

Education

Quantitative degree

Tools

Python

R

Job description

Bank of China in London seeks an Assistant Vice President for Financial Risk Analytics & Stress Testing (2LoD). You will oversee credit risk and counterparty risk analytics, review models for liquidity, IRRBB, capital and traded risk, and strengthen second line involvement in ALM system implementation.

The role requires strong Python/R programming skills, stakeholder management, and regulator engagement experience to support independent risk oversight and reporting.