Treasury Officer, Portfolio Valuation

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Position Title: Treasury Officer, Portfolio Valuation
Location: Beijing
Country: China
Deadline Date:

Job Details

Job Posting Organization:
The Asian Infrastructure Investment Bank (AIIB) is a multilateral development bank established in January 201

• Its mission is to finance sustainable infrastructure projects that promote regional connectivity and technological advancement. AIIB has grown to include 109 approved members worldwide and is capitalized at USD 100 billion, holding an AAA rating from major international credit rating agencies. The bank focuses on unlocking new capital and investing in infrastructure that is environmentally friendly and technology-enabled, thereby addressing the needs of its clients effectively.

Job Overview:
The Treasury Officer, Portfolio Valuation, plays a crucial role within the Office of the Treasurer (TRE) at AIIB, reporting directly to the Head of Strategic Planning and Middle Office. This position is responsible for the valuation of the bank's assets, liabilities, and derivatives, ensuring accurate financial reporting and providing explanations for monthly results and valuation changes. The officer will engage in validating market data, reviewing pricing models, and coordinating with the Risk Management Department to ensure the accuracy of valuations across various product types and currencies. The role also involves testing and implementing new treasury system products and functions, overseeing Credit Support Annex (CSA) terms, managing collateral for derivatives, and interfacing with various internal teams for control design and audit processes. The Treasury Officer is expected to contribute to enhancing the efficiency of the Treasury function by leveraging technology and defining best practices.

Duties and Responsibilities:

• Perform the valuation of the Bank’s assets, liabilities, and derivatives for financial reporting, explaining monthly results and valuation changes.
• Review the quality of valuations and resolve price challenges by validating market data and reviewing pricing models.
• Conduct initial model and market data validation, coordinating with the Risk Management Department on final market validation for all product types in each currency.
• Analyze the theoretical soundness of pricing models, verify model calibrations, and assess the correctness of models.
• Test and implement new products and functions in treasury systems relevant to the valuation role.
• Participate in project work related to system upgrades, valuation data analytics, and reporting.
• Oversee AIIB’s Credit Support Annex (CSA) terms and advise the Treasurer during CSA negotiations.
• Manage collateral for all derivatives, monitor collateral posting, valuation, and collateral interest.
• Validate and release trades, reconcile positions between treasury systems daily, and manage trade flow between front and middle/back office systems. 1
• Interface with the ICFR team, Operational Risk, Internal Audit Unit, and external auditors for control design, testing, and audit. 1
• Update the risk matrix for areas of responsibility. 1
• Proactively contribute to improving the effectiveness and efficiency of the Treasury function through technology and process optimization.

Required Qualifications:

• Minimum 5-8 years of relevant practical experience in an international treasury environment, preferably in a valuation function.
• Strong quantitative and analytic skills.
• Sound product knowledge in Treasury, Derivative, and Structured Products, with experience in pricing models for derivatives.
• Ability to communicate complex technical aspects of valuation effectively.
• Proficiency with programming tools such as Python and C++ is preferred.
• Expert spreadsheet and database skills, with solid Bloomberg knowledge.
• Detail-oriented, conscientious, and systematic approach to work.
• Ability to adhere to strict deadlines and handle pressure well.
• Strong organizational, critical thinking, and customer service skills. 1
• Ability to multi-task and manage competing deadlines. 1
• Effective written and verbal communication skills in English.

Educational Background:
A Master’s degree in quantitative finance, applied or computational mathematics, physics, or statistics is preferred for this position. This educational background is essential to ensure that the candidate possesses the necessary analytical and quantitative skills required for the role.

Experience:
Candidates should have a minimum of 5-8 years of relevant practical experience in an international treasury environment, with a strong preference for experience in a valuation function. This level of experience is crucial for understanding the complexities of treasury operations and the valuation of financial instruments.

Languages:
Proficiency in English is mandatory, with effective written and verbal communication skills being essential for the role. Additional language skills may be considered an asset but are not explicitly required.

Additional Notes:
AIIB is committed to diversity, transparency, and inclusion, encouraging applications from individuals regardless of nationality, religion, gender, race, disability, or sexual orientation. The position may vary in grade and job title based on previous experience and qualifications. The job is full-time, and the organization actively recruits both nationally and internationally.