Quant jobs / BOCI

AVP, Quantitative Risk Modelling, Risk Management

BOCI’s risk modeller develops exposure, margin and stress-testing methods. The role monitors model performance and improves quantitative risk measurements.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Develop counterparty-risk models.
Backtest SIMM and margin assumptions.
Calibrate securities-financing risk methods.

What they ask for

Required

Python
Excel VBA
Quantitative risk modelling
Statistical tools
Chinese and English communication

Preferred

Education: Relevant bachelor’s or master’s study required.
Experience: More than five years in investment-bank or securities-firm quantitative risk.
Languages and tools: Python
VBA
C
C++
Java
Markets: credit

How to prepare

Simulate counterparty exposure.
Test margin exceedances.
Calibrate loan-to-value stress assumptions.

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on BOCI’s site before applying: requirements, location and pay can change after we check them.

View the posting on BOCI’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with BOCI and doesn’t handle applications.