Career Opportunities

Head of Capital Markets Risk and Quantitative Analytics

Specific responsibilities include but are not limited to:

• Oversee the risks arising from AIIB’s capital markets investments across the Bank, and advance the Bank’s market risk management into a comprehensive program that effectively quantifies, monitor, and manage the Bank’s interest rate, FX, credit spread, and liquidity risks.
• Enhance asset-liability management, with a special focus on the Bank’s funding risk in local currencies.
• Set up the capital markets risk infrastructure, including the next generation of risk metrics, early warning detection, risk limits monitoring, etc., and establish risk mitigation mechanisms and processes.
• Oversee counterparty credit risk assessment, and measurement, as well as limit assignment and management.
• Provide risk analytic support for new business initiatives / expansion.
• Develop and enhance the quantitative analytics for the Risk Department, provide expertise in modelling of different risk factors and coordination with stakeholders on model delivery.
• Prepare well-written technical documents that serve as manual/guidelines for the model/process and methodologies, as well as provide training to model users.
• Lead model validation and model governance across the Bank, verifying that models are fit for purpose, and advising on methodological improvements.
• Steer the IT development for the Risk Department and ensure the architecture and systems meet the Bank’s analytical needs and business activities.

Requirements:

• Minimum of 10-15 years of experience in relevant areas in a financial institution.
• Proven, relevant experience in financing markets with good knowledge of the markets, products, and risks. Demonstrated capability to make risk decisions.
• Experience in developing and implementing methodologies and models for measuring/estimating various risks.
• Deep understanding and knowledge of model risk management.
• Strong knowledge of financial instruments and financial risk management principles.
• Experience with database and risk systems, proven ability in coding using Python, SQL, Visual Basic, R, Java, C++, etc is a strong plus.
• Excellent communication skills, proven ability to present risk information to management.
• Strong relationship management and liaison with stakeholders of all levels. Be willing to challenge as needed, particularly front office.
• Ability to build up a team of risk management professionals.
• Self-starter and fast learner, with an innovative and creative mindset, and adaptability to a fast-growing business environment.
• Independent thinker and strategic risk-taker.
• Advanced degree or equivalent in quantitative field such as Finance, Economics, Mathematics, Physics or related field.

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 to 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.