Senior Quantitative Credit Risk AVP
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Finance & Banking
Job Description & How to Apply Below
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 (Canada) as our next Senior Quantitative Credit Risk AVP in NY, United States.
Full responsibilities and requirements are described in the listing above.
Learn more about the Senior Quantitative Credit Risk AVP role in the description above.
We appreciate your interest in this position.
Join Bank of China (Canada) and contribute to our ongoing work.
Take a moment to read everything above and see whether this role is right for you.
Position Requirements
10+ Years work experience(If this job is in fact in your jurisdiction, then you may be using a Proxy or VPN to access this site, and to progress further, you should change your connectivity to another mobile device or PC).
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