AVP: Senior Credit Risk Quantitative Analyst

Bank of China; New York; Hybrid; USD 65,000 - 150,000; Full time

Job summary

Bank of China in New York seeks a Senior Quantitative Credit Risk professional to lead development and maintenance of credit risk models and analytics infrastructure across CECL, stress testing, and rating methodologies.

You will work with stakeholders across risk, finance and regulatory functions to implement robust models, document methodologies, and provide ongoing analytic support, model risk governance, and training to model users.

Qualifications

• Bachelor's degree in a quantitative field required; Master's preferred.
• Minimum 4 years in stress testing, allowances methodology, risk rating modeling and credit risk management.
• Knowledge of credit markets and products including corporate loans, structured loans, leveraged loans, M&A finance, project finance and trade finance.

Responsibilities

• Develop credit risk models and document methodologies and data requirements.
• Validate models and coordinate remediation with stakeholders.
• Monitor model performance and update risk analytics and inventory.
• Provide quantitative analysis to support management decisions and risk governance.

Skills

Stress testing

Credit risk

Quantitative analysis

Risk management

Education

Bachelor's degree in quantitative field

Master's degree preferred

Job description

Bank of China in New York seeks a Senior Quantitative Credit Risk professional to lead development and maintenance of credit risk models and analytics infrastructure across CECL, stress testing, and rating methodologies.

You will work with stakeholders across risk, finance and regulatory functions to implement robust models, document methodologies, and provide ongoing analytic support, model risk governance, and training to model users.