Risk Management CAsA Consultant

Overview

The IDB Group is a community of diverse, versatile, and passionate people who come together on a journey to improve lives in Latin America and the Caribbean. Our people find purpose and do what they love in an inclusive, collaborative, agile, and rewarding environment.

At the IDB, the Office of Risk Management (RMG) is responsible for overseeing and strengthening the Bank’s capacity to identify, measure, and manage financial and non-financial risks. Within RMG, the Treasury Risk Management Group (RMG / RMT) manages risks in the Bank’s Treasury portfolios (investments, funding, derivatives). RMG / RMT is looking for a dynamic, innovative risk management consultant to implement initiatives, work programs and projects in the area of investment risk management.

What you’ll do

• Collaborate with staff in measuring and assessing risks in the Bank’s Treasury portfolios to enable senior management to have a comprehensive view of risk positions, market conditions, and the impact of new initiatives.
• Update assumptions in models and systems to run various risk metrics including sensitivities, key rate duration, spread duration, Value-at-Risk (VaR), and stress tests.
• Provide analyses to support periodic revisions to risk guidelines and limits in the Bank’s Treasury portfolios; update investment and derivative guidelines documents.
• Collaborate with Treasury and Risk in applying models to adjust risk boundaries for investment strategies as part of strategic asset allocation (SAA) reviews.
• Coordinate the implementation of investment risk and performance measurement functions for the Capacity Building, Advisory, and Asset Management Services (CAsA) program, in collaboration with IDB Treasury.
• Evaluate developments in global macro-economics and markets that may impact the risk profile of Treasury portfolios.
• Present relevant market developments and portfolio risk exposures to senior management of Finance and Risk Management at market meetings.
• Collaborate with RMT staff in generating and enhancing periodic reports.

What you’ll need

Requirements

Type of contract and duration

What we offer

Our culture

We strive for excellence, celebrate contributions, and embrace diverse voices to drive innovation and belonging. We welcome individuals from underrepresented groups and provide reasonable accommodations to participate in the job interview process. If you require an accommodation, please email accommodations@iadb.org.

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