Senior ALM & Liquidity Risk Lead – IRRBB & FX

Inter-American Development Bank; Washington; On-site; USD 120,000 - 190,000; Full time

Benefits offered by this job

Health insurance

Relocation assistance

On-site position

Pension plan

Job summary

IDB Invest in Washington, DC seeks a Risk Management Senior Officer to lead ALM and liquidity risk. The role covers IRRBB, FX risk, and liquidity metrics, influencing policy and systems changes. Strong analytics, cross‑functional collaboration, and communication with ALCO are essential.

We value experience with EVE/NII sensitivity, HQLA, FTP, and regulatory frameworks. This on-site position offers competitive compensation and a broad benefits package.

Qualifications

• Master’s degree in finance or related field is strongly preferred.
• Minimum 5 years of ALM, liquidity risk, treasury risk, or IRRBB experience.
• Hands-on experience with EVE/NII sensitivity, HQLA, liquidity stress testing, and FTP.

Responsibilities

• Lead IRRBB framework design, calibration, and monitoring for banking book.
• Own liquidity risk measurement, reporting, and internal risk metrics.
• Oversee FX risk of the banking book, and hedging effectiveness.
• Manage Funds Transfer Pricing framework in line with balance-sheet strategy.
• Design and run liquidity and IRRBB stress tests and CFP triggers.
• Contribute to setting limits for interest rate, FX, and liquidity risk.
• Lead migration of ALM/liquidity systems with IT and Treasury.
• Develop policies and controls aligned with Basel and MDB standards.
• Present ALM/liquidity insights to ALCO, Senior Management, and Board.
• Monitor macro-financial developments and regulatory changes.

Skills

IRRBB knowledge

LCR/NSFR

ALM systems

Python/SQL

Stakeholder management

Education

Master’s in Finance

FRM/CFA/PRM desirable

Tools

Python

SQL

Excel/ VBA

Power BI

Job description

IDB Invest in Washington, DC seeks a Risk Management Senior Officer to lead ALM and liquidity risk. The role covers IRRBB, FX risk, and liquidity metrics, influencing policy and systems changes. Strong analytics, cross‑functional collaboration, and communication with ALCO are essential.

We value experience with EVE/NII sensitivity, HQLA, FTP, and regulatory frameworks. This on-site position offers competitive compensation and a broad benefits package.