Risk Officer - Counterparty Credit Risk

Ref. Number: 21001

Department: Risk Management Department

Job Type: Global Recruitment

Posting Date: January 5, 2021

Closing Date: January 26, 2021

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 103 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 Risk Officer will manage the counterparty and credit risk of the treasury portfolio. They will conduct both qualitative and quantitative assessments to compile credit analysis of counterparties/issuers, recommend credit limits, and manage the exposure (including derivative exposure) while also making recommendations to proactively alleviate risk where possible, ensure that all data is captured and recorded, and communicate current and future potential risks to internal stakeholders.

Responsibilities:

• Review the credit limit applications and analyze the risk profile of active and potential counterparties,
• Review and assign appropriate credit limits and monitor and report credit exposures deriving from traded credit and OTC transactions,
• Monitor for adverse news that could potentially deteriorate counterparty/issuer credit quality,
• Monitor portfolio quality on an ongoing basis and anticipate the potential impact of market events on the business environment for specific counterparties or portfolios,
• Develop sovereign and macro risk views as need to support decision making,
• Participate in the review and negotiation of credit terms within Master agreements (i.e. ISDA, GMRA, GMSLA),
• Draft and revise the internal risk policies within the domain of the treasury portfolio,
• Ensure that risk measurement methodologies are fit-for-purpose, comprehensive, and implemented with integrity.

Requirements:

• Minimum 5-8 years of credit and/or counterparty risk management experience in financial institutions.
• In-depth knowledge of financial products and markets (i.e., FICC, OTC derivatives).
• Bank /sovereign credit analysis experience. 
• 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 Business Administration, Finance, Economics or related fields. 

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.