[GP] Risk Analyst (5427)

2024 AIIB Graduate Program Virtual Event on February 1, 2024 (Thursday)

Register TODAY! (link: https://www.aiib.org/en/news-events/events/2024/2024-AIIB-Graduate-Program-Virtual-Event.html)

About the virtual event: 

Join the AIIB Graduate Program Virtual Event to gain valuable insights about the program and how to apply. Current AIIB Graduate Program Analysts will share their experiences, including an in-depth overview of the recruitment process.

The online event will be hosted over two sessions to accommodate participants from different time zones.

Risk Analyst

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 Triple-A-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.

This position will be under the Risk Management Stream. The Risk Analyst will support risk analysis and monitoring of AIIB’s balance sheet in accordance with the Bank’s risk management policy and appetite. They will conduct comprehensive data analysis, risk quantification and reporting, and risk monitoring and driver analysis. The analyst shall collaborate with multiple internal departments to ensure high-quality data and consistent rules/logics are used in risk reporting and metrics calculation. They shall also effectively support the continuous development of the department’s risk management platform and risk dashboards, as well as the enhancement of the Bank’s risk limit management.

Responsibilities:

Specific responsibilities include, but are not limited to:

• Prepare daily/monthly risk reporting, with a strong focus on data preparation including data quality check, data validation among different sources, data supplement and correction, etc.
• Analyse root cause of data quality issues / data discrepancies for risk data mart (RMD) and risk management platform (RMP).
• Perform periodic review and update of reference & meta data for various modelling purposes within RDM and RMP.
• Support risk driver analysis of daily risk quantification.
• Support logic / methodology updates of RMD internal developed dashboards / reports.
• Communicate business requirements to RDM development team on new feature / small scale development.
• Gather and analyze data to support ad-hoc risk analytics.
• Document business processes / risk calculation processes implemented within RDM and RMP.
• Perform other related duties as assigned.

Requirements:

• Bachelor’s or Master’s degree in relevant field of mathematics, statistics, operations research, finance, economics, or computer science.
• Minimum 2 years (for Bachelor’s degree holders), or 1 year (for Master’s degree holders) of relevant experience preferably in credit, market risk, and/or portfolio risk management experience in financial institutions.
• In-depth knowledge of data analysis, financial market theories and products; understanding of financial markets and credit and market risk metrics; knowledge of financial models (such as PD/LGD/EAD, credit scorecard, economic capital, interest rate models, etc.)
• Ability to report and interrogate systems to produce analysis and resolve discrepancies/queries.
• Analytical and technical/statistical skills with proven ability to process large datasets into meaningful information.
• Strong critical thinking skills. Demonstrable ability to pay strong attention to detail is essential.
• Good team player with high level of integrity.
• SQL, Excel VBA, Python, or R programming skills.
• Familiar with visualization techniques such as Power BI / Tableau / Google Data Studio / Python Matplotlib, etc.
• Proficient in oral and written communication skills 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.

Previous experience and qualifications will determine the grade and job title at which successful applicants will enter AIIB.

Join us and help create a prosperous and sustainable Asia while growing your career in a diverse and innovative environment.