IDB Invest - Risk Management Senior Officer ALM & Liquidity Risk

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IDB Invest - Risk Management Senior Officer ALM & Liquidity Risk

City Washington DC

Company IDB Invest

Posting End Date 10212026 1159 PM EST

We improve lives

IDB Invest is the private sector arm of the IDBGroupcommitted to supporting the sustainable development of Latin America and the Caribbean through the private sector. Our mission is to finance structure and mobilize capital for companies and projects that support economic growth resilience and long-term development across the region. IDB Invest operates in 26 countries structured across four geographic regions and three industry verticals Infrastructure and Energy Financial Institutions and Corporates.

As part of its evolving business model Originate to Share" IDB Invest is expanding its capacity to mobilize private capital and scale development impact across Latin America and the Caribbean supported by a 3.5 billion capitalization from its shareholders. The model strengthens IDB Invests ability to originate high-quality assets structure innovative financial solutions and connect global capital with opportunities across the region.

About this position

The Financial and Operational Risk Management Division part of the Risk Management Department is responsible for managing financial and operational risks of IDB Invest. The team is divided into four main teams

Portfolio Management responsible for overseeing the growth of the portfolio considering concentrations and other risk parameters providing portfolio risk guidance to the business areas managing portfolio limits RAROC Economic Capital Risk Management MIS reporting and limit controls and quarterly calculation of provisions under the CECL.

Market Risk responsible for the design implementation update and ongoing execution of the Market Risk and Asset and Liability Management framework. The team identifies quantifies and monitors interest rate risk and foreign exchange risk of the balance sheet and the price risk of the liquid investment portfolio. This group is also responsible for liquidity risk and counterparty credit risk management.

Model Validation responsible for independently validating IDB Invests models and maintaining the model governance framework.

Operational Risk Management responsible for assessing and maintaining an appropriate internal control environment developing and managing a full operational risk framework as a second line of defense.

The Financial and Operational Risk Division is seeking an experienced ALM and Liquidity Risk professional to join the Market Risk team as Senior Officer based in Washington D.C. Reporting to the Market Risk Director the successful candidate will be responsible for the second-line-of-defense oversight of Interest Rate Risk in the Banking Book IRRBB FX risk of the balance sheet and liquidity risk of IDB Invest. The role will lead the design and ongoing execution of EVE and NII sensitivity measurement liquidity risk metrics including regulatory-aligned LCRNSFR-style ratios HQLA survival horizon and internal stress testing Funds Transfer Pricing FTP oversight and ALCO reporting. The Senior Officer will play a hands-on role in the migration and implementation of new ALMliquidity risk systems being integrated with Treasury operations in close coordination with Treasury Finance IT and Operations.

What youll do

Lead the second-line design calibration and ongoing execution of the IRRBB framework banking-book instrument mapping to repricing buckets cash-flow repricing under standard and internal rate-shock scenarios and calculation of EVE and 12-month NII sensitivities.

Own the measurement monitoring and reporting of liquidity risk dailyweekly liquidity position HQLA composition and quality survival-horizon and stress-based liquidity metrics funding-gap analysis and internal LCRNSFR-style ratios aligned with MDB best practice.

Oversee the FX risk of the banking book including open currency position limits structural FX exposures and hedging effectiveness monitoring in coordination with Treasury.

Independently oversee the Funds Transfer Pricing FTP framework ensuring alignment with balance-sheet strategy ALCO objectives and IDB Invests risk appetite.

Design and run liquidity and IRRBB stress tests and reverse stress tests idiosyncratic market-wide and combined including contingency funding plan CFP triggers and escalate breaches to ALCO and the CRO.

Contribute to the calibration of Board-approved limits for interest rate risk FX risk and liquidity risk ensuring alignment with the credit rating objectives.

Lead the ALM and liquidity risk workstream in the migration and implementation of the new Market Risk Treasury system working with IT and Treasury to automate data sourcing banking-book cashflows NMD behavioral models HQLA classification reporting and analytics.

Develop enhance and embed ALM and liquidity risk policies guidelines and limits by partnering with Treasury Finance IT Audit and Operations and by benchmarking against Basel BCBS 368248 principles EBA IRRBB guidelines and MDB peer institutions.

Prepare and present ALM and liquidity risk insights to ALCO Senior Management and the Board.

Monitor macro-financial developments regulatory changes BCBS EBA FSB peer MDBs benchmarking and emerging risks climate-related liquidity risk currency dislocations and proactively adapt the framework.

What youll need

Education Masters in Finance Economics Financial Engineering Mathematics or related field strongly preferred. FRM CFA or PRM certification is highly desirable.

Experience Minimum 5 years preferable 6-8 years of relevant experience in ALM liquidity risk treasury risk or IRRBB within an international financial institution MDB central bank or top-tier commercial bank. Proven hands-on experience with EVENII sensitivity HQLA and liquidity stress testing and FTP.

Technical Skills Deep understanding of IRRBB BCBS 368 Basel III liquidity framework LCRNSFR banking-book cash-flow modeling funding curves FTP methodologies and interest-rateFX hedging using derivatives. Hands-on experience with ALM systems and strong programmingdata-analytics skills Python SQL ExcelVBA Power BI.

Languages Oral and written proficiency in English required. Spanish andor Portuguese are a strong plus.

Core Competencies Ability to translate complex ALM and liquidity concepts into clear actionable recommendations. Analytical rigor attention to detail strong control mindset and hands-on delivery attitude. Excellent communication and stakeholder-management skills including with ALCO and senior management.

Hands-on Approach Willingness to operate as an individual contributor while progressively expanding scope and mentoring junior staff.

Experience in managing change contributing to ALMliquidity system migrations and leading cross-functional projects.

Strong understanding of LATAM market dynamics regulatory environment and MDB balance-sheet specificities.

High ethical standards and integrity.

Ability to work under pressure and manage multiple priorities.

Strong project management skills.

Commitment to continuous professional development.

Requirements Consanguinity You have no family members up to the fourth degree of consanguinity and second degree of affinity including spouse working at the IDB IDB Invest or IDB Lab.

Type of contract and duration International staff contract 36 months initially renewable upon mutual agreement.

What we offer

The IDB group provides benefits that respond to the different needs and moments of an employees life. These benefits include

A competitive compensation package.

Leaves and vacations 24 days of paid time off 8 personal days sick leave gender-neutral parental leave.

Health Insurance IDB Group provides employees and eligible dependents with a robust medical benefits program that covers medical dental vision preventive care and prescription drugs.

Pension plan defined benefit pension plan that provides financial security and supports employees in planning for their future.

We offer assistance with relocation and visa applicationsfor you and your family when it applies.

On-site positionwith the occasional flexibility of teleworking.

Health and wellbeing Access to our Health Services Center which provides preventive care and health education for employees.

Development support We offer tools to boost your professional profile such as mentoring 11 professional counseling training and learning opportunities language classes mobility options among others.

Other office amenities as available Lactation Room Daycare Center Gym Bike Racks Parking spouse career support and others.

Our culture

At the IDB we work so everyone brings their best and authentic selves to work while finding their purpose. Our people consistently strive for excellence and we recognize and celebrate the impact of their contributions. In our efforts to drive innovation we intentionally include all voices cultivate a sense of belonging and champion fairness. We welcome individuals from underrepresented groups to join us and share their unique perspectives. We ensure that individuals with disabilities are provided reasonable accommodations to participate in the jobinterview process. If you require an accommodation to complete this application please email us ataccommodationsiadb.org.

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