AVP: Senior Credit Risk Quantitative Analyst

Bank of China in New York seeks a Senior Quantitative Credit Risk professional to lead development and maintenance of credit risk models and analytics infrastructure across CECL, stress testing, and rating methodologies.

You will work with stakeholders across risk, finance and regulatory functions to implement robust models, document methodologies, and provide ongoing analytic support, model risk governance, and training to model users.

Step into the AVP:
Senior Credit Risk Quantitative Analyst role at Bank of China (Canada) in NY, United States and grow with us.

Full responsibilities and requirements are described in the listing above.

Learn more about the AVP:
Senior Credit Risk Quantitative Analyst role in the description above.

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Join Bank of China (Canada) and contribute to our ongoing work.

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