Career Opportunities

Risk Officer - Model Risk

Responsibilities include but are not limited to

• Independently perform advanced quantitative analyses and develop methodologies and models to further enhance credit, market, and liquidity risk quantification and support effective risk management
• Evaluate and identify analytical tools and models required to support new business development
• Review and validate models used across the Bank. Areas include but are not limited to valuation models, interest rate models, credit provision models, RAROC, etc.
• Develop a robust model risk management process, covering model inventory management, model performance monitoring, ongoing model review and validation, and aggregated model risk assessment.
• Effectively represent/communicate quantitative models to a broad audience of stakeholders and senior management.
• Effectively collaborate with other departments (Investment Operations, Treasury, Finance, and IT) to design, plan and execute projects.

Requirements

• Minimum 5-8 years of relevant experience in quantitative analytics in financial institutions
• Experience performing effective challenge duties in banking or financial services
• Experience in capital market analytics, economic capital, Value-at-Risk, asset pricing, interest rate models, credit rating and loss forecasting, stress testing
• Strong statistical coding background (R or Python), familiar with SQL
• Strong technical writing skills, with an ability to communicate ideas and concepts to non-technical audiences
• Fluency in oral or written English.
• A desire to seek out opportunities for improvement of current practices and a willingness to ask questions and to suggest enhancements or alternatives
• Master’s Degree in science, technology, engineering, mathematics, or Finance is preferred. A Ph.D. would be an advantage.

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.