Senior Treasury Officer/ Treasury Officer - Portfolio Valuation (4417) (Base in Beijing) (Based in B

Asian Infrastructure Investment Bank
London, United Kingdom
19 Jul 2022
18 Aug 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Ref. Number: 22102
Department: Office of the Treasurer
Job Type: Global Recruitment
Posting Date: July 18, 2022
Closing Date: August 8, 2022

Senior Treasury Officer/ Treasury Officer- Portfolio Valuation

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 105 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.

The Senior Treasury Officer/ Treasury Officer- Portfolio Valuation reports to the Head of Strategic Planning and Middle Office within the Office of the Treasurer.

Responsibilities include but are not limited to:
  • Perform the valuation of the Bank's assets, liabilities and derivatives for financial reporting and explain monthly results and valuation change.
  • Review the quality of pricing data and resolve price challenges by validating market data and reviewing pricing models.
  • Perform initial model and market data validation and coordinate with the Risk Management Department on the final market validation for all product types in each currency.
  • Test and implement new products and functions in the treasury systems, as applicable to functions performed in the respective systems and the overall valuation role.
  • Lead in any project/implementation work pertaining to system upgrades, valuation data analytics and reporting, etc.
  • Oversee AIIB's Credit Support Annex (CSA) terms, advise the Treasurer during negotiation of CSAs, stay current with industry developments, and ensure CSA terms are set to allow AIIB an optimum ability to trade and manage derivatives.
  • Manage collateral for all derivatives and monitor collateral posting and valuation of collateral and collateral interest.
  • Manage trade flow between front and middle/back-office systems by validating and releasing trades, releasing private securities, and reconciling positions between treasury systems daily.
  • Interface with the Internal Control over Financial Reporting (ICFR) team, Operational Risk, Internal Audit Unit, and external auditors for control design, testing, and audit. Update the risk matrix for areas of responsibility.
  • Contribute proactively to the improvement of the effectiveness and efficiency of the Treasury function by leveraging technology, driving automation, and defining best-in-class processes and procedures.

  • Minimum 5-8 years (8 to 10 years for the Senior Officer) of relevant practical experience in an international treasury environment, preferably in a valuation function.
  • Sound product knowledge of treasury, derivative and structured products with an understanding of market terms and practices.
  • Experience in pricing models and valuation processes with strong quantitative and analytic skills
  • Proficiency with financial analytics and programming tools (especially Bloomberg) with solid mathematical skills.
  • Expert spreadsheet and database skills.
  • Detail-oriented, conscientious, and systematic.
  • Able to adhere to strict deadlines.
  • Team player and ability to communicate well with others.
  • Must be able to handle pressure well.
  • Strong organizational, critical thinking, and customer service skills.
  • Ability to multi-task and manage competing deadlines.
  • Effective written and verbal communication skills in English.
  • Master's degree or equivalent, preferably in quantitative finance.

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.

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

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

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