Senior Risk Officer - Portfolio Risk Management & Framework (6064)

The Asian Infrastructure Investment Bank (AIIB) is a multilateral development bank whose mission is Financing Infrastructure for Tomorrow in Asia and beyond—infrastructure with sustainability at its core. We began operations in Beijing in 2016 and have since grown to 110 approved members worldwide. We are capitalized at USD100 billion and AAA-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 Senior Risk Officer will evaluate the methodology to strengthen the Bank’s Portfolio Risk Management metrics, most notably with respect to Sovereign Risk preferred creditor status. This will include evaluating the metrics to measure and guide the evolution of the Bank’s balance sheet. They will report to the Head of Portfolio Risk Management and Framework, Risk Management Department (RMD).  

Responsibilities:

• Liaise and interact with the external stakeholders over capital optimization and benchmarking. 
• Identify and implement strategies for the optimization of the Bank’s portfolio structure 
• Participate in the publication of risk metrics for the Portfolio Risk Management & Reporting team.  
• Assist in the integration of Portfolio and Risk Management systems to wider Bank platforms.  
• Determine methodologies to measure the size of the Bank’s borrower’s preferred creditor status. 
• Act as the secretariat for the Sovereign rating panel. 
• Coordinate closely with other risk functions.  

Requirements:

• Minimum 8 to 10 years of relevant practical experience in relevant areas  
• Background and experience in Portfolio Risk Management.  
• Demonstrated project management skills.   
• Strong theoretical foundation and familiarity with quantitative tools and methodologies.  
• A self-starter with initiative who can build working relationships across teams and lead cross-functional working groups.  
• Demonstrated experience, judgment, and leadership to execute multiple, simultaneous, and diverse projects; able to balance competing demands.  
• Proven ability in coding using, PowerBI, Visual Basic, SQL, Python etc.  
• Good understanding of Credit Rating Agency rating methodologies  
• Team player and ability to communicate well with others.  
• Strong organizational, critical thinking and customer service skills.  
• Effective written and verbal communication skills in English.  
• Master's degree or equivalent in quantitative disciplines such as statistics, mathematics, finance, engineering, physics, economics or related field.  

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.