Global Head of Capital Markets Risk & Quant Analytics

Asian Infrastructure Investment Bank; New York (NY); On-site; USD 200,000 - 300,000; Full time

Job summary

Asian Infrastructure Investment Bank in New York seeks a seasoned Head of Capital Markets Risk and Quantitative Analytics to shape risk strategy, frameworks, and systems for capital markets activities. You will lead a skilled team, oversee models (VaR, ES) and quantify risks across interest rates, FX, and credit spreads, driving scalable analytics infrastructure to support decision making.

The ideal candidate has 10–15 years in finance, a master’s in finance or economics, strong analytical and

Qualifications

• 10–15 years of senior experience in finance or banking with risk leadership.
• Proven ability to design and implement risk analytics infrastructure.
• Experience with market risk models and quantitative methodologies.

Responsibilities

• Lead the Capital Markets Risk and Quantitative Analytics team.
• Critically assess risk profiles of portfolios to identify gaps for capital adequacy.
• Develop models, frameworks, and digital systems for evaluating capital risks.
• Steer technology development for risk analytics and ensure scalable infrastructure.
• Advise senior management on adoption of models and methodologies.
• Cultivate networks with stakeholders to showcase risk analytics capabilities.
• Develop metrics to monitor risk analysis performance and opportunities for optimization.
• Create validation approaches for models and risk policies aligned with business needs.

Skills

Risk management

Quantitative risk modeling

VaR

ES

Analytical thinking

Leadership

English proficiency

Education

Master's degree in Finance or Economics

Job description

Asian Infrastructure Investment Bank in New York seeks a seasoned Head of Capital Markets Risk and Quantitative Analytics to shape risk strategy, frameworks, and systems for capital markets activities. You will lead a skilled team, oversee models (VaR, ES) and quantify risks across interest rates, FX, and credit spreads, driving scalable analytics infrastructure to support decision making.

The ideal candidate has 10–15 years in finance, a master’s in finance or economics, strong analytical and