Portfolio Risk Management Associate / Analyst, Beijing 90 views

Portfolio Risk Management Associate / Analyst

The Asian Infrastructure Investment Bank (AIIB) is a multilateral institution with the mandate to foster sustainable economic growth in Asia by investing in infrastructure and other productive areas and promoting regional cooperation and partnerships.

To strengthen its risk management capacity, the Risk Management Department of AIIB is looking for a Portfolio Risk Management Analyst with significant hands-on experience doing related portfolio risk management analysis. We are looking for candidates with quantitative and analytical skills, good problem-solving skills, comfortable with working with models and have good attention to details.

The analyst will have to work closely with staff of other departments such as the Investment Operations Department, Controller’s Department, Treasury Department and with external and internal auditors. The work involved often have tight deadlines. The analyst will have the opportunity to develop the skills in a broad range of analytical work which normally are also required by commercial banks. These include but not limited to rating assignment, expected credit loss calculation, economic capital and stress testing exercises, and pricing of loans and other credit risk instruments.


  • Support and perform critical tasks on the quarterly process to estimate expected credit losses (ECL) under IFRS 9, including (1) reviewing data and model inputs and (2) analyzing staging and results by instrument level. Ensure that the risk control processes with respect to the ECL calculation are effective.
  • Support and perform critical tasks on the calculation of RAROC of nonsovereign transactions and corresponding pricing and required spreads. Maintain historical information of RAROC results and inputs by project.
  • Gather and maintain relevant market data for further works regularly performed by the Risk Management Department such as country macroeconomic variables, credit default swap and bond spreads.
  • Support stress testing exercises.
  • Actively participate in the implementation of portfolio risk management activities and development of KRIs and risk metrics.
  • Support the Secretary of the Risk Committee in the preparation of Committee documents and minutes.
  • Perform ad hoc analysis and prepare portfolio risk reports as required.


  • Minimum 2-5 years of relevant work experience in the field of risk management, in particular in the area of expected credit loss calculation under IFRS
  • Familiarity with some basic risk management concepts such as portfolio management, economic capital concept, RAROC as well as relevant software applications.
  • A team player.
  • Candidates should possess a bachelor’s degree (master’s degree or equivalent preferred) preferably in business, finance, economics or accountancy.
  • Strong interpersonal and organizational abilities as well as excellent written and oral communication skills.
  • Fluency in English is a must. Knowledge of a local language would be an advantage.

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

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