Using /etc/inittab. There you can define that something shuld run at each runlevel. The default runlevel for AIX is 2. Therefor you can insert something like this:
ScriptAtBoot:1
nce:[path to script and parameters]
Define runlevel 1 because to get to runlevel 2 the computer must pass runlevel 1. The keyword once ensures that the script only runs once.
For the system shutdown you would do:
ScriptAtShutdown:0
nce:[path to script and parameters]
If you would want the script to run also when reboot happens include runlevel 6 in your definition.