Job Vacancies

  • Ref. Number

    17141
  • Position

    Senior Risk Officer / Risk Officer – Quantitative Analytics
    Minimum of 5-10 years of experience
  • Department/Division

    Risk Management Department
  • Job Type/ Department **

    Global Recruitment
  • Posting Date

    Sep 29, 2017
  • Closing Date *

    Oct 20, 2017

Senior Risk Officer / Risk Officer – Quantitative Analytics

The primary responsibilities of the position are to propose, review and validate theoretical foundation and conceptual soundness of models, underlie assumptions and limitations; develop code for models, conduct testing and ensure implementation of models by users; assess the accuracy performance of models and ensure coherence with best practices such as Basel rules and regulations.

Specific responsibilities include, but are not limited to:

  • Overseeing capital adequacy analysis including stress testing
  • Migrating excel based models to robust and scalable platforms
  • Spearheading quantitative analytics
  • Leading efforts in validating models
  • Preparing well written technical documents that serve as manual/guidelines for the model/process and methodologies.

Candidate requirements

  • Minimum of 5-10 years of experience in relevant areas (minimum 8-10 years for Senior Risk Officer)
  • Background and experience in modeling credit risk parameters such as PD/EAD/LGD and correlations
  • Experience in developing and implementing methodology and model for stress testing various risks
  • Strong knowledge of financial instruments and financial risk management principles
  • Deep understanding and knowledge of model performance measures
  • Proven ability in coding using Visual Basic, Java, C++, etc.
  • Experience in risk management or quant group in a financial institution, or regulator 
  • Ability to communicate clearly and effectively, and influence others
  • Ability to produce high quality technical documentation
  • Motivated to support the Bank's mandate
  • Self-starters and fast learners, with innovative and creative mindset
  • Independent thinkers and strategic risk-takers
  • Contributors and team players, with adaptable and flexible styles
  • Problem-solvers and solution-finders
  • Trustworthy, candid and honest
  • Master's degree or equivalent in quantitative disciplines such as Statistics, Mathematics, Finance, Engineering, Physics, Economics or related field.

 

    Previous experience and qualifications will dictate the employee level in which an applicant will enter the Bank.
    AIIB reserves the right to terminate the application process at any time.

 

Send Your Application

Interested applicants must complete the Personal Information Sheet and submit a curriculum vitae before the closing date.

All submissions must be in English.

hr@aiib.org

For more information on the application process please refer to the following link:

HOW TO APPLY

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