Senior Credit Risk Quant Analyst (AVP)

Bank of China USA; New York (NY); On-site; USD 65,000 - 150,000; Full time

Job summary

Bank of China USA seeks a quantitative professional to lead the development of credit risk models, including CECL and stress testing, and to maintain risk analytics infrastructure. You will prepare data, validate models, and collaborate with business units and regulators on risk matters.

The role requires a quantitative degree, 4+ years of experience in credit risk and related fields, and the ability to translate complex analytics into actionable insights for management.

Qualifications

• Bachelor's degree in quantitative field required, Master's preferred.
• 4+ years in stress testing, allowances methodology, risk rating modeling.
• Knowledge of credit markets and products (corporate loans, leveraged loans, trade finance).

Responsibilities

• Develop credit-related models (rating, CECL, stress tests) and document them.
• Prepare data for model development and perform quantitative research.
• Create risk dashboards and tools to enhance risk analysis.
• Support model validation findings and remediation activities.
• Maintain model inventory and conduct periodic performance monitoring.
• Collaborate with stakeholders and regulators; provide training to users.

Skills

Credit risk modeling

Statistical analysis

Data preparation

Model risk governance

Education

Bachelor's degree in statistics/ mathematics/ physics/ CS/ engineering

Master's preferred

Job description

Bank of China USA seeks a quantitative professional to lead the development of credit risk models, including CECL and stress testing, and to maintain risk analytics infrastructure. You will prepare data, validate models, and collaborate with business units and regulators on risk matters.

The role requires a quantitative degree, 4+ years of experience in credit risk and related fields, and the ability to translate complex analytics into actionable insights for management.