Senior Quantitative Credit Risk AVP
Listed on 2026-11-01
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Finance & Banking
Risk Manager/Analyst, Banking & Finance
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.
Join us at Bank of China Limited, New York Branch as our next Senior Quantitative Credit Risk AVP in NY, United States.
The Senior Quantitative Credit Risk AVP role at Bank of China Limited, New York Branch is now open for applications in NY, United States.
We are currently recruiting a Senior Quantitative Credit Risk AVP for our team in NY, United States.
This is a strong position to take on the Senior Quantitative Credit Risk AVP role at Bank of China Limited, New York Branch.
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