Market Risk Officer

il y a 4 jours


Paris, France Asian Infrastructure Investment Bank Temps plein

Market Risk Officer 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 111 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 Market Risk Officer will analyze and manage AIIB's market risk. They will conduct both qualitative and quantitative analytics to identify, monitor, and manage market risks across the Bank's balance sheet and 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.ResponsibilitiesWork with front‑line operations to identify all material market risk factors and ensure accurate and complete capture of risk data in approved systems.Monitor key market risk metrics and sensitivities, ensure compliance with approved limits, and escape breaches or emerging risks as appropriate.Improve and enhance market risk measurement methodologies to ensure robustness, accuracy, and relevance to the Bank's risk profile.Monitor portfolio quality on an ongoing basis, and assess the impact of market movements and stress events on portfolios and counterparties.Develop and maintain market risk management frameworks and processes for frontier market business activities, ensuring appropriate controls and governance.Assess market risk implications of new or amended risk‑taking initiatives and provide independent risk opinions.Draft, review, and update internal market risk policies, directives, and related guidance.RequirementsMinimum 5‑8 years of market risk management experience in financial institutions.Master's degree or equivalent in related fields (e.g., mathematics, finance, or economics).In-depth knowledge of financial products and markets; experience with frontier markets is an advantage.Strong analytical and critical‑thinking skills. A high level of attention to detail is essential.Good team player with a strong sense of initiative.Proficient in oral and written communication in English.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.Join in AIIB's mission to promote sustainable infrastructure investments and to improve social and economic outcomes in Asia and beyond. #J-18808-Ljbffr


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