Quant jobs / CICC

Risk Analyst - Risk Quant

CICC’s risk quant develops counterparty-exposure and margin models. The position covers model calibration, validation support and quantitative risk methods across the business.

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 PFE and CVA models.
Monitor and improve SIMM methodology.
Build stress-testing and exposure frameworks.

What they ask for

Required

Counterparty-risk modelling
Quantitative statistics
Regulatory knowledge
Leadership
Chinese and English communication

Preferred

Education: Finance, mathematics, economics or similar: master’s level minimum.
Experience: More than five years in credit-risk quantitative management.
Markets: credit

How to prepare

Simulate counterparty exposure profiles.
Compare margin and stress-loss measures.
Document model calibration and backtests.

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 CICC’s site before applying: requirements, location and pay can change after we check them.

View the posting on CICC’s site ↗

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