Market Risk Officer

Asian Infrastructure Investment Bank

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.

Responsibilities:

• Work 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 escalate 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.