Head of Portfolio Risk Management & Reporting

 Ref. Number: 21037

Department: Risk Management Department

Job Type: Global Recruitment

Posting Date: April 2, 2021

Closing Date: April 23, 2021

Head of Portfolio Risk Management & Reporting

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 Head of Portfolio Risk Management & Reporting is responsible for coordinating AIIB's risk policies, overseeing its overall credit portfolio risks as well as Risk Reporting to the Chief Risk Officer, the successful candidate will lead the expansion of the risk management policy framework and strengthening of portfolio risk management capacities to support AIIB's ambitious growth plans in its loan program and expanded product range.

Responsibilities: 

• Lead the Portfolio Risk Management Team.
• Lead the further development of the risk management policy framework and risk architecture based on best practices and state-of-the-art methodologies.

• Expand the portfolio risk management capacities, including the adoption of active risk management tools.
• Coordinate with the quantitative analyst team for stress testing exercises.
• Lead IFRS9 expected credit losses determination.
• Serve as the secretariat of the Risk Committee.  
• Apply relevant standards and principles of the Basel Committee to the Risk and Management Department.
• Coordinate closely with other risk functions.

Requirements:

• Minimum 15 years of relevant experience in global financial institution(s) and/or multilateral development bank(s).
• Experience with corporate risk management issues.
• Strong theoretical foundation and familiarity with quantitative tools and methodologies.
• Effective analytical skills and strategic thinking.
• Self-starter requiring minimal supervision.
• Ability to build effective teams.
• Ability to effectively represent the Risk Management Department internally and externally.
• Excellent oral and written communication skills including demonstrated ability to communicate complex ideas clearly and tactfully to a variety of audiences within and outside AIIB.
• Ability to play an active role in knowledge sharing.
• Demonstrable team and leadership skills.
• Ability to deliver high-quality work within tight deadlines.
• Master's degree in finance or statistics, or equivalent degree.
• Expected starting date of September 1st, 2021.

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.