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 beyond—sustainability at its core. With operations in Beijing since 2016, AIIB is capitalised at USD 100 billion and AAA‑rated by major international credit rating agencies. The Risk Management Department provides technical support to anticipate, identify, and mitigate financial and non‑financial 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 Bank’s 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 Bank’s 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 next‑generation risk metrics, early warning detection, risk limits monitoring, and risk‑mitigation 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 Bank’s financial products.
• Cultivate and maintain active networks with the Bank’s 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 Bank’s risk management framework and standards, informing improvement initiatives.

Requirements

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 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 AIIB’s mission to promote sustainable infrastructure investments and to improve social and economic outcomes in Asia and beyond.

Seniority level : Mid‑Senior level. Employment type : Full‑time. Job function : Analyst. Industry : International Trade and Development.

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