Risk Management Derivatives Consultant
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About The Position
At the IDB, the Office of Risk Management (RMG) is responsible for overseeing and strengthening the Bank's capacity to identify, measure, and manage financial and operational risks. Within RMG, the Treasury Risk Management Group (RMG/RMT) manages risks in the Bank's Treasury portfolios (investments, funding, derivatives), including analyses and recommendations to adjust risk boundaries in guidelines and policies, strategic asset allocation, quantitative modeling and analytics, risk assessments and stress tests, and risk control, monitoring and reporting. RMG/RMT is looking for a dynamic, motivated, and specialized derivatives consultant. The candidate will work in coordination with RMT and IDB Group staff on derivatives risk services for IDB Invest under a Service Level Agreement with IDB, including derivatives risk measurement, implementation of system and reporting enhancements, validation of fixed income and derivatives valuation models, swap valuation and collateral management, and derivatives risk monitoring and reporting.
