Risk Officer – Market Risk

The Asian Infrastructure Investment Bank (AIIB) is a multilateral development bank whose mission is financing the Infrastructure for Tomorrow 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 AAA 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 Risk Management Department (RMD) is responsible for monitoring the overall market risk position arising from the Bank’s business activities and ensuring that limits are consistent with applicable policies and the Bank’s risk appetite. RMD is responsible for reporting the Bank’s overall market risk profile to inform Senior Management of the market risk exposures and highlight the effects of market risk on the Bank’s business plans.

The Risk Officer – Market Risk will monitor and analyze AIIB’s market and liquidity risk across the Bank’s balance sheet and will make recommendations to proactively alleviate risk where possible. They will communicate current and future potential risks to internal stakeholders while ensuring that all data is captured and recorded.

 

Accountabilities & Responsibilities

• Monitor portfolio quality on an ongoing basis to ensure compliance with the Bank’s risk appetite;
• Analyze the potential impact of market events on the business environment for specific portfolios and/or counterparties;
• Research and support the development of market risk management procedures for new capital market products being developed by the Bank;
• Work 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;
• Evaluate risks on new risk-taking initiatives raised by front lines;
• Draft and revise the internal market and liquidity risk policies and directives; and
• Ensure that risk measurement methodologies are fit-for-purpose, comprehensive and implemented with integrity.

 

Knowledge, Skills, Experience & Qualifications

• Minimum 5-8 years of relevant experience in market risk, liquidity risk, and/or asset liability management experience in financial institutions.
• In-depth knowledge of financial products and markets (i.e., FICC, OTC derivatives)
• In-depth knowledge of emerging markets is a strong plus.
• In-depth knowledge of structured products is a strong plus.
• Strong analytical and critical thinking skills. A high level of attention to detail is essential.
• Solid understanding of macroeconomics.
• Good team player with strong initiative.
• Proficient in oral and written communication skills in English.
• Master’s degree or equivalent in related fields. (i.e., business administration, finance, or economics).

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.

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

Join us and help create a prosperous and sustainable Asia while growing your career in a diverse and innovative environment.

 

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