Portfolio Risk Management Associate

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 106 approved members worldwide. We are capitalized up to USD100 billion and rated AAA 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. 

To strengthen its risk management capacity, the Risk Management Department of AIIB is looking for a Portfolio Risk Management Analyst with significant hands-on experience doing related portfolio risk management analysis. We are looking for candidates with quantitative and analytical skills, good problem-solving skills, comfortable with working with models and pays good attention to details.  

The Associate will work closely with staff of other departments such as the Investment Operations Department, Controller’s Department, Treasury Department and with external and internal auditors. The work involved often has tight deadlines. The Associate will have the opportunity to develop skills in a broad range of analytical work, which are generally required by commercial banks. These include but are not limited to rating assignment, expected credit loss calculation, economic capital and stress testing exercises, and pricing of loans and other credit risk instruments. 

Responsibilities:

• Support the preparation of the Portfolio Risk Management & Framework’s core reporting. Ensure that the risk control processes for the generation of the report are effective. 

• Write and structure reports to provide a clear narrative to inform and present to stakeholders the status of the Bank’s risk profile. 

• Actively participate in the implementation of portfolio risk management activities and development of KRIs and risk metrics.  

• Work with internal stakeholders to ensure data coverage is complete, timely and accurate across the department and Bank for the calculation of Bank metrics.  

• Support stress testing exercises for the Bank.  

• Perform ad hoc analysis as required.  

Requirements:  

• Minimum 3-5 years of relevant work experience in the field of risk management.  

• Familiarity with basic risk management concepts such as portfolio management, economic capital concept, RAROC as well as relevant software applications.  

• A team player.  

• Strong interpersonal and organizational abilities as well as excellent written and oral communication skills.  

• Understanding of SQL with familiarity with how to structure queries. 

• Proficiency in a modern programing language. 

• Fluent in written and spoken English. 

• Bachelor's degree (master's degree or equivalent preferred) preferably in business, finance, science or engineering. 

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.