Associate Risk Officer — Counterparty & Derivatives

IFC - International Finance Corporation; Washington (District of Columbia); Sur place; USD 120 000 - 180 000; Plein temps

Résumé du poste

IFC - International Finance Corporation, part of the World Bank Group, seeks an Associate Risk Officer to manage counterparty and credit risk in derivatives, with PFE/EE/EAD analytics and ISDA/CSA oversight. The role emphasizes Basel SA-CCR and capital standards, and supports automation of risk monitoring for securitized assets.

You will work within an international team in Washington, DC, contributing to risk sign-offs and governance reporting while leveraging advanced analytics and cross-team

Qualifications

• Master's degree in Finance, Economics, Statistics, Mathematics, or related quantitative field.
• At least five years in derivatives valuation or counterparty risk.
• Strong programming skills in Python, R, MATLAB, or SQL.
• Ability to translate complex quantitative analysis into actionable recommendations.
• Experience with Basel capital standards is a plus.

Responsabilités

• Monitor and report counterparty credit risk exposures and limit utilization, including PFE/EE/EAD metrics.
• Maintain and analyze ISDA Master Agreements, CSAs, collateral terms, and related risk issues with Legal and business teams.
• Assess PFE behavior under market movements and support limit monitoring.
• Oversee the migration of portfolios/limits (Numerix to Murex) with proper risk sign-off.
• Support Basel SA-CCR, CVA capital, and leverage ratio monitoring.
• Develop automated dashboards and analytics for securitized asset pools and derivatives exposures.
• Provide independent quantitative input for transaction reviews and governance notes.
• Prepare risk assessments and management briefings for senior management.

Connaissances

Derivatives valuation

Counterparty risk

Quant programming

Risk analytics

Communication

Collaboration

Formation

Master's degree in Finance/Economics/Statistics/Math

Outils

Murex

Numerix

Bloomberg

Description du poste

IFC - International Finance Corporation, part of the World Bank Group, seeks an Associate Risk Officer to manage counterparty and credit risk in derivatives, with PFE/EE/EAD analytics and ISDA/CSA oversight. The role emphasizes Basel SA-CCR and capital standards, and supports automation of risk monitoring for securitized assets.

You will work within an international team in Washington, DC, contributing to risk sign-offs and governance reporting while leveraging advanced analytics and cross-team