Risk Officer - Market and Liquidity Risk

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 105 approved members worldwide. We are capitalized at USD100 billion and Triple-A-rated by the major international credit rating agencies. Collaborating 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–Market and Liquidity Risk will analyze and manage the Bank’s market and liquidity risk. S/he will conduct both qualitative and quantitative analytics to identify, monitor and manage market and liquidity risk across the Bank’s balance sheet and will make recommendations to proactively alleviate risk where possible. S/he shall articulately communicate current and future potential risks to internal stakeholders whilst ensuring that all data is captured and recorded.

Responsibilities include but are not limited to:

• Working with front lines to ensure that all relevant market and liquidity risk factors are properly identified and risk data are accurately captured in risk systems

• Develop and implement credit spread risk monitoring and reporting
• Enhance liquidity risk management approach and process
• Assist in counterparty credit risk assessment and management as needed

• Monitor for adverse news which could potentially deteriorate counterparty/issuer credit quality.
• Monitor portfolio quality on an ongoing basis and analyze the potential impact of market events on business environment for specific portfolios and/or counterparties.
• Develop sovereign and macro risk views as needed to support decision-making.
• Evaluate risks on new risk-taking initiatives raised by front lines.
• Draft and revise the internal market and liquidity risk policies and directives.
• Ensure that risk measurement methodologies are fit-for-purpose, comprehensive and implemented with integrity.
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Requirements

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

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.