Balance Sheet Management Professional

The Strategic Risk unit of the IDB's Office of Risk Management is hiring a professional for a contract of up to 48 months to take a leading role for projects in the areas of asset/liability management and/or capital adequacy.

Terms of Reference:

In the areas of ALM and/or Capital Adequacy:

• Participate in the development of new and in the enhancement of existing risk management policies to support keeping the IDB aligned with best industry practices.
• Lead projects (if needed with inter-departmental working groups) to implement specific IDB policy areas by developing guidelines for ALCO approval. Collaborate with business areas on execution issues.
• Provide monitoring and reporting of performance/compliance against policy and guideline indicators.
• Perform ad-hoc analysis, prepare recommendations and present to ALCO and/or Senior Management.
• Perform modeling required for underlying analytical work in QRM and/or MS Excel/Access.

In the areas of financial planning and products:

• Collaborate in inter-departmental working groups.
• Ensure ALM and capital adequacy policy and guideline requirements are taken in consideration. Develop new guidelines as needed.

Supervisor: Chief, Strategic Risk Unit

Contract Type: Defined-Term Consultant

Contract Length: up to 48 months

Requirements:

Education:

• Master of Business Administration, Finance or related field.
• Additional certifications such as CFA, PRM or FRM desired.

Language:

• Full proficiency in English required. Ability to draft policy documents and give presentations to Senior Management required.
• Knowledge of Spanish or Portuguese desired.

Experience:

• Minimum of 4 years of experience in a related position with a financial institution required.
• Proficiency in applying industry standard concepts in capital adequacy (advanced approaches under Basel II, internal economic capital) and/or ALM (market risk management at balance sheet level)
• Work experience in a multi-cultural environment desired.
• Experience with modeling of financial projections, ALM and/or capital. adequacy in the QRM framework (or similar system) highly desired
• Full proficiency in Microsoft Excel and Access, including macros and VBA, highly desired.
• Knowledge of other software tools such as SAS, Bloomberg, etc. desired.

Applications will be received online via our career centerwww.iadb.org/careers

 The IDB offers a competitive compensation and benefits package, including relocation expenses (if applicable). 

The IDB is committed to gender equality and encourages women to apply.

We seek diversity also in terms of nationality, ethnicity, race and educational background.

Persons living with disability or HIV/AIDS are equally encouraged to apply.