Career Opportunities

Senior Treasury Officer - Middle Office

Responsibilities include but are not limited to

• Represent the Treasury Strategic Planning and Middle Office in the development of new products, including callables, caps/floors and emerging market structures. Liaise with the Risk Management Department to support model validation for pricing of new products.
• Interpret and apply AIIB's asset and liability management (ALM) policy. Assist in the drafting of ALM guidelines, procedures and strategies.
• Determine and oversee transfer pricing principles to manage AIIB's products and lead the establishment of profit/loss reporting.
• Oversee AIIB’s credit support annex (CSA) terms, advise the Treasurer during CSA negotiations, stay current with industry developments, and ensure CSA terms are set to allow AIIB the optimum ability to trade and manage derivatives.
• Coordinate the work of team, department, and Bank-wide projects, as required, reporting to the respective project sponsor. Plan, schedule, communicate, facilitate, monitor, control, and report on projects to ensure timely delivery of project objectives and address risks.
• Determine a methodology for calculating a credit value adjustment on derivatives. Assess the materiality of the adjustment and recommend an approach for financial reporting.
• Support in developing and publishing enhanced Treasury reporting, leveraging data available from Treasury systems.
• Recommend hedging strategies and hedging instruments. Coordinate and monitor the effectiveness of hedging transactions. Coordinate the accounting for derivatives with the Office of the Controller and determine whether AIIB should adopt hedge accounting.
• Assist in managing risk within limits established by the Board of Directors, Asset and Liability Management Committee and Risk Committee.
• Support the valuation of AIIB's assets, liabilities and derivatives for financial reporting and assist in analyzing and explaining monthly results.
• Support the selection, testing and deployment of ALM systems.
• Assist in the development of ALM strategies for local currency treasury operations.
• Collaborate effectively with business units and control functions of the Bank to generate desired deliverables.
• Contribute proactively to the improvement of the effectiveness and efficiency of the Treasury function by leveraging technology, driving automation and defining best-in-class processes and procedures.

Requirements

• Minimum 10 years of relevant practical experience in international treasury, specifically in rates, ALM and/or quantitative finance.
• Experience in managing projects, system development and/or development of financial products.
• Experience with large IT system implementations and management, data management, vendor management, reporting and business intelligence.
• Self-starting individual with initiative who can build working relationships across teams and lead cross-functional working groups.
• Demonstrated experience, judgment, and leadership to execute multiple, simultaneous, and diverse projects (e.g., balancing competing demands for project scope, time, cost, risk, and quality).
• Proficiency with financial analytics and programming tools (i.e., python, C++) is preferred.
• Strong analytical skills with expertise in spreadsheets and databases.
• Team player and ability to communicate well with others.
• Must be able to handle pressure well.
• Strong organizational, critical thinking, and customer service skills.
• Effective written and verbal communication skills in English.
• Master's degree or equivalent, preferably in finance, business or equivalent work experience.

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