Head of Capital Markets Risk and Quantitative Analytics

Asian Infrastructure Investment Bank

Lead the Capital Markets Risk and Quantitative Analytics team.

Critically assess the risk profiles of the Bank's investment and banking portfolios to identify gaps and emerging needs for expanding capital adequacy analysis while supporting the growth of 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), as well as to establish the Bank's analytical infrastructure and capacity.

Steer technology development for the Risk Management Department and ensure the architecture and systems meet the Bank's analytical needs and business activities.

Set up the risk infrastructure, including the next generation of risk metrics, early warning detection, and risk limits monitoring, and establish risk-mitigation mechanisms and processes.

Advise senior management and colleagues in other units on the adoption of models and methodologies of risk quantification and analytics, highlighting their 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 by showcasing how its risk analytics models, infrastructure, and policies capture and model factors that are crucial for sustaining high performance of the Bank's financial products and projects.

Develop systems, procedures, and metrics to monitor the performance of risk analysis mechanisms against established business priorities as well as to identify opportunities for further optimization.

Develop approaches and metrics to validate models and policies around risk quantification and analytics to ensure alignment with the needs of business units and the Bank's risk management framework and standards, as well as to inform improvement initiatives.

Requirements:

• At least 10-15 years of specialized experience as an authoritative professional in the finance/banking industry, with progressively complex roles up to that of a seasoned professional overseeing and adapting projects or programs.
• Advanced university degree (master's or higher) in finance, economics, and/or related fields.
• Demonstrated analytical and management skills are essential.
• Proven track record in developing complex risk management infrastructure, risk methodologies, and financial models (VaR, ES, pricing models, etc.).
• Expert knowledge of market risk management, quantitative risk modeling techniques, and statistical analysis.
• Fluency in written and spoken English is essential.