Risk Officer-Capital Markets Risk and Quantitative Analytics

Senior Risk Officer – Capital Markets Risk and Quantitative Analytics

The Asian Infrastructure Investment Bank (AIIB) is a multilateral development bank whose mission is financing the Infrastructure for Tomorrow-infrastructure with sustainability at its core. We began operations in Beijing in January 2016 and have since grown to 109 approved members worldwide. We are capitalized up to USD100 billion and Triple-A-rated by the major international credit rating agencies. Working with partners, AIIB meets clients‘ needs by unlocking new capital and investing in infrastructure that is green, technology-enabled and promotes regional connectivity.

The Senior Risk Officer-Capital Markets Risk and Quantitative Analytics will support the analytics and management of the Bank’s capital markets risk. S/he will conduct both qualitative and quantitative analytics to identify and monitor market-related risks across the Bank’s balance sheet, and will make recommendations to proactively alleviate risk where possible. S/he shall also lead enhancements to the risk systems and tools to further extend analytical capacities of the risk management department.

Responsibilities:

• Collaborate with front lines to ensure that all relevant market and liquidity risk factors are properly identified and risk data are accurately captured in risk systems.
• Monitor portfolio quality on an ongoing basis and analyze potential impact of market events on business environment for specific portfolios.
• Enhance currency and liquidity risk management approach and process.
• Ensure risk measurement methodologies are fit-for-purpose and implemented with integrity.
• Support the continuous development of the Bank’s stress testing methodology.
• Develop risk quantification and monitoring approaches for new products.
• Lead enhancements to risk systems and analytical tools.
• Develop automated monitoring solutions to identify adverse market news, which could potentially deteriorate counterparty / issuer credit quality.
• Support the development of climate risk management

Requirements:

• Minimum 8-10 years of capital markets risk management experience in financial institutions.
• Master’s degree or equivalent in related fields. (e.g., Business Administration, Finance or Economics).
• In-depth knowledge of financial products and markets.
• Quantitative analytics and financial modeling experience.
• Deep understanding of risk systems and engines is a strong plus.
• Strong analytical and critical thinking skills. A high level of attention to detail is essential.
• Good team player with strong initiative.
• Proficient in oral and written communication skills in English

AIIB is committed to diversity, transparency and inclusion. We believe our strength comes from having a team with the right diverse skills, experiences and abilities selected through a merit-based competitive process. We actively encourage applications from people from both within and outside AIIB members, regardless of nationality, religion, gender, race, disability or sexual orientation.

Join in AIIB’s mission to promote sustainable infrastructure investments and improve social and economic outcomes in Asia and beyond.

Previous experience and qualifications will determine the grade and job title at which successful applicants will enter AIIB.