Head of Capital Markets Risk and Quantitative Analytics(Base in Beijing)

Head of Capital Markets Risk and Quantitative Analytics (Base in Beijing) The Asian Infrastructure Investment Bank (AIIB) is a multilateral development bank whose mission is financing infrastructure for tomorrow in Asia and beyondsustainability at its core. With operations in Beijing since 2016, AIIB is capitalised at USD 100billion and AAArated by major international credit rating agencies. The Risk Management Department provides technical support to anticipate, identify, and mitigate financial and nonfinancial risks, especially compliance, operational, and capital market risk. The Head of Capital Markets Risk and Quantitative Analytics reports to the Chief Risk Officer and will establish strategic directions for developing risk frameworks, systems, and quantitative analytics to strengthen the Banks capital markets risk capacity. Responsibilities Lead the Capital Markets Risk and Quantitative Analytics team. Critically assess the risk profiles of investment and banking portfolios to identify gaps and emerging needs for expanding capital adequacy analysis while supporting new financial products and investment opportunities. Develop frameworks, models, and digital systems to guide the evaluation and management of capital risks (interest rate, FX, credit spread, liquidity, and counterparty credit risks), establishing the Banks analytical infrastructure and capacity. Steer technology development for the Risk Management Department, ensuring architecture and systems meet analytical needs and business activities. Set up risk infrastructure, including nextgeneration risk metrics, early warning detection, risk limits monitoring, and riskmitigation mechanisms and processes. Advise senior management and colleagues in other units on adopting models and methodologies of risk quantification and analytics, highlighting added value on strengthening the design and sustainability of the Banks financial products. Cultivate and maintain active networks with the Banks stakeholder community, showcasing how risk analytics models, infrastructure, and policies capture crucial factors for sustaining high performance of financial products and projects. Develop systems, procedures, and metrics to monitor performance of risk analysis mechanisms against established business priorities and identify opportunities for further optimisation. Develop approaches and metrics to validate models and policies around risk quantification and analytics to ensure alignment with business units and the Banks risk management framework and standards, informing improvement initiatives. Requirements 1015 years of specialised experience in finance/banking with progressively complex roles up to senior project or program oversight. Advanced university degree (masters or higher) in finance, economics, or related fields. Demonstrated analytical and management skills. Proven track record in developing complex risk management infrastructure, risk methodologies, and financial models (VaR, ES, pricing models, etc.). Expert knowledge of market risk management, quantitative risk modelling techniques, and statistical analysis. Fluency in written and spoken English. AIIB is committed to diversity, transparency, and inclusion. We believe our strength comes from a team with diverse skills, experiences, and abilities selected through a meritbased 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 AIIBs mission to promote sustainable infrastructure investments and to improve social and economic outcomes in Asia and beyond. Seniority level: MidSenior level. Employment type: Fulltime. Job function: Analyst. Industry: International Trade and Development. #J-18808-Ljbffr