Senior Quantitative Credit Risk AVP

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

Job summary

Bank of China Limited, New York Branch seeks an experienced Credit Risk professional to develop and maintain credit risk methodologies, analytics infrastructure, and model governance. You will support validation and ongoing monitoring.

Responsibilities include building risk models (PD, LGD, EAD), CECL & stress testing, data prep, tooling, and presenting findings to stakeholders and regulators. Strong quantitative skills required; CPA/CFA/FRM preferred.

Qualifications

• Bachelor's degree in a quantitative field required; Master's preferred.
• Minimum 4 years of experience in stress testing, allowances methodology, risk rating modeling and credit risk management at a financial institution.
• CPA/CFA/FRM preferred.
• Knowledge of credit markets, products and related accounting/capital market concepts.
• Expertise in areas such as Stress testing, CECL, Rating Methodology, or fixed income pricing.

Responsibilities

• Develop credit related models (rating, CECL, stress tests) and document them.
• Prepare development data and perform quantitative research for model changes.
• Create tools and dashboards to support risk analysis.
• Support model validation findings and remediation activities.
• Maintain model inventory and perform ongoing monitoring and governance.

Skills

Stress testing

Credit risk modeling

Model risk governance

Data analysis

Education

Bachelor's degree in Statistics/Mathematics/Physics/Computer Science/Engineering

Master's degree preferred

Job description

Bank of China Limited, New York Branch seeks an experienced Credit Risk professional to develop and maintain credit risk methodologies, analytics infrastructure, and model governance. You will support validation and ongoing monitoring.

Responsibilities include building risk models (PD, LGD, EAD), CECL & stress testing, data prep, tooling, and presenting findings to stakeholders and regulators. Strong quantitative skills required; CPA/CFA/FRM preferred.