Credit Risk Management Department Risk… at Bank of China… · New York

Summary: Bank of China USA is one of the largest banks in the world, and they are seeking an intern for their Credit Risk Management Department. The intern will assist senior members in model-related activities, including credit risk ratings, stress tests, and model risk governance documentation. Responsibilities: - Coordinate the requests from FLUs and CRM CA teams, be familiar with the model setup and requirements, and generate the rating reports as required - Run the quarterly stress tests, aggregate the results, perform in-depth analysis, and prepare the reports - Update the model docs for ERM reviews, assist the finding remediation, track the finding/issue status - Help the team lead on various team admin work such as invoice processing, meeting organization and minutes, meeting deck preparation, etc Required Qualifications: - Bachelor's degree in Math, Statistics, Physics, Computer Science, Financial Engineering, etc. is required - Be familiar with the programming languages such as VBA and Python Required Skills: Credit Risk Rating, Stress Testing, Model Risk Management, VBA, Python