Risk Officer- Liquidity Risk and ALM (Base in Beijing)

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 109 approved Members worldwide. We are capitalized up to USD100 billion and AAA 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 Risk Officer-Liquidity Risk and Asset Liability Management (ALM) will analyze and manage AIIBs market and liquidity risk. They will conduct qualitative and quantitative analytics to identify, monitor and manage market and liquidity risk across the Banks balance sheet and will make recommendations to proactively alleviate risk where possible. They will communicate current and future potential risks to internal stakeholders while ensuring that all data is captured and recorded.

Responsibilities:
Enhance liquidity risk management approach and processes;

Enhance asset liability management approach and processes;

Develop market risk management procedures to support new capital market products developed by the Bank;

Work 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;

Monitor portfolio quality on an ongoing basis and analyze the potential impact of market events on the business environment for specific portfolios and/or counterparties;

Evaluate risks on new risk-taking initiatives raised by front lines;

Draft and revise the internal market and liquidity risk policies and directives; and

Ensure that risk measurement methodologies are fit-for-purpose, comprehensive and implemented with integrity.

Requirements:
Minimum 5-8 years of relevant experience in market risk, liquidity risk, and/or asset liability management experience in financial institutions

In-depth knowledge of financial products and markets (i.e., FICC, OTC derivatives)

In-depth knowledge of emerging markets is a strong plus.

In-depth knowledge of structured products is a strong plus.

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.

Masters degree or equivalent in related fields. (i.e., business administration, finance, or economics).

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Full-time,Permanent