Senior ALM & Liquidity Risk Officer

Inter-American Development Bank; Washington; On-site; USD 140,000 - 210,000; Full time

Benefits offered by this job

Health Insurance

Pension plan

Leaves and vacations: 24 days + 8 days

Job summary

IDB Invest, the private sector arm of the IDB Group, seeks a senior officer in Washington DC for ALM and liquidity risk. You will drive second-line oversight of IRRBB, FX risk, and liquidity risk, lead stress testing, and support ALCO reporting.

The role collaborates with Treasury, Finance, IT, and Operations on new systems implementation and policy development. You will mentor staff, manage cross-functional risk projects, and monitor regulatory changes (BCBS/EBA) while aligning with MDB best

Qualifications

• Master's in Finance or related field is strongly preferred.
• FRM/CFA/PRM certification is highly desirable.
• Minimum 5 years in ALM, liquidity risk, or IRRBB in a large institution.

Responsibilities

• Lead IRRBB design, calibration, and ongoing execution for banking book.
• Own measurement and reporting of liquidity risk including LCR/NSFR-style metrics.
• Oversee FX risk in the banking book and hedging effectiveness monitoring.
• Oversee Funds Transfer Pricing framework ensuring alignment with strategy.
• Design and run liquidity and IRRBB stress tests and contingency plans.
• Develop ALM/liquidity risk policies and ensure board-level governance.

Skills

Analytical rigor

Stakeholder management

Project management

Communication skills

Problem solving

Education

Master's in Finance/Economics/Math

FRM/CFA/PRM desirable

Tools

Python

SQL

Excel/VBA

Power BI

Job description

IDB Invest, the private sector arm of the IDB Group, seeks a senior officer in Washington DC for ALM and liquidity risk. You will drive second-line oversight of IRRBB, FX risk, and liquidity risk, lead stress testing, and support ALCO reporting.

The role collaborates with Treasury, Finance, IT, and Operations on new systems implementation and policy development. You will mentor staff, manage cross-functional risk projects, and monitor regulatory changes (BCBS/EBA) while aligning with MDB best