Senior ALM & Liquidity Risk Architect

IDB Invest; Washington (District of Columbia); Sur place; USD 140 000 - 210 000; Plein temps

Avantages offerts par ce poste

Health insurance

Pension plan

Relocation assistance

On-site with teleworking options

Paid time off

Résumé du poste

IDB Invest seeks a senior ALM and liquidity risk professional in Washington, DC to lead the second line of defense for IRRBB, FX risk, and liquidity risk. You will shape EVE/NII sensitivities, HQLA quality, survival horizon, FTP oversight, and ALCO reporting, while migrating to new risk systems with Treasury and Finance teams.

The role requires deep Basel III knowledge, Python/SQL skills, and experience across ALM migrations, stress testing, and regulatory alignment.

Qualifications

• Master’s degree preferred in Finance, Economics, Financial Engineering, Mathematics or related field.
• FRM, CFA, or PRM certification is desirable.

Responsabilités

• Design, calibrate, and execute the IRRBB framework for banking-book instruments and sensitivities.
• Monitor and report liquidity risk including HQLA, survival horizon, and internal stress testing.
• Oversee FX risk and hedging effectiveness in coordination with Treasury.
• Manage Funds Transfer Pricing framework and ALCO reporting.
• Lead system migrations for ALM/liquidity risk tools and provide analytics.
• Develop and embed ALM/liquidity risk policies and limits with cross‑functional teams.
• Present insights to ALCO, Senior Management, and the Board.
• Monitor regulatory changes and adapt the framework accordingly.

Connaissances

IRRBB

Liquidity risk

ALM

Python

SQL

Excel/VBA

Power BI

Stakeholder management

English proficiency

Formation

Master’s degree in Finance/Economics/Financial Engineering/Mathematics

FRM/CFA/PRM desirable

Outils

Python

SQL

Excel/VBA

Power BI

Description du poste

IDB Invest seeks a senior ALM and liquidity risk professional in Washington, DC to lead the second line of defense for IRRBB, FX risk, and liquidity risk. You will shape EVE/NII sensitivities, HQLA quality, survival horizon, FTP oversight, and ALCO reporting, while migrating to new risk systems with Treasury and Finance teams.

The role requires deep Basel III knowledge, Python/SQL skills, and experience across ALM migrations, stress testing, and regulatory alignment.