AVP: Senior Quantitative Credit Risk Analyst

Bank of China Limited, New York Branch; New York (NY); Hybrid; USD 65,000 - 150,000; Full time

Job summary

Bank of China Limited, New York Branch is seeking a senior-level Credit Risk professional to develop and maintain credit risk models and analytics infrastructure in a fast-paced financial environment.

You will lead model development, validation, and ongoing monitoring, collaborating with stakeholders across risk, finance, and business units to ensure rigorous risk measurement and regulatory compliance.

Qualifications

• Bachelor's degree in a quantitative field; Master’s preferred.
• Minimum 4 years in stress testing, allowances methodology, risk rating modeling and credit risk management.
• CPA/CFA/FRM preferred.
• Knowledge of credit markets and products including corporate loans, leveraged loans, project finance, and trade finance.
• Experience in stress testing, CECL, Rating Methodology, and fixed income pricing.

Responsibilities

• Develop credit risk models and document methodology.
• Prepare model development data and support implementation.
• Perform quantitative research to improve models and remediation plans.
• Create tools and dashboards for risk analysis.
• Coordinate model validation findings remediation and enhancement.
• Maintain model inventory and conduct annual reviews and monitoring.
• Collaborate with business units to ensure data availability and quality.

Skills

Stress testing

Credit risk modeling

Quantitative analysis

Model validation

Data analysis

Education

Bachelor's degree in quantitative field

Master's degree preferred

Job description

Bank of China Limited, New York Branch is seeking a senior-level Credit Risk professional to develop and maintain credit risk models and analytics infrastructure in a fast-paced financial environment.

You will lead model development, validation, and ongoing monitoring, collaborating with stakeholders across risk, finance, and business units to ensure rigorous risk measurement and regulatory compliance.