Lead Risk Analytics Specialist

tendersglobal.net

Job Description

Lead the quantitative analytical functions for the Finance Complex on financial sustainability and projections analyses, credit rating analyses, Sovereign pricing, performance measurements, benchmarking and for the management of balance sheet and asset-liability management. This entails being the focal point for the development of quantitative methodologies and models to support the financial analytical function. It also entails provide the required analytical support for the formulation of financial policies and for the product development unit.
Key Accountabilities:
Financial and Risk Analytics:
  • Lead the financial analytical research to identify the key income drivers, cost allocations to formulate optimal business model of the Bank.
  • Lead the periodic financial projections and financial sustainability analysis and reporting
  • Ensure preparation of analytic reports on periodic basis on liquidity management and on performance assessment and attribution analysis for in-house managed investment portfolios.
  • Ensure development and implementation of methodologies to assess and measure IDB’s ALM and market risks associated with financing, investment, funding and derivatives operations.
  • Ensure identification and, measurement of key risks and emerging risks on funding and liquidity, profit-rate, currency, and other market risks inherent in the financing, investing, funding and hedging operations of the bank.
  • Collaborate with the Financial Analytics and Compliance Division, for undertaking detailed review and assessment of the market and liquidity risk profiles including credit/counterpart quality of the liquid fund’s portfolio, duration mismatch between assets and liabilities, currency mismatch, gap analysis, stress testing, sensitivity, etc.
  • Undertake liquidity and other stress tests and scenario analyses on investment, funding, and derivatives portfolios to ascertain the level of market risk in the bank’s activities.
  • Quantify the potential exposures to market and liquidity risks due to both existing and proposed borrowings and report thereof.
  • Ensure provision of all quantitative analytic support and modelling for the Policies unit and any other units in the Finance Complex.
  • Collaborate with the Financial Policies function and Investment unit in developing investment policy statements for each of the investment funds.
  • Provide the analytical support to proposing risk-return objectives, risk tolerance, investment horizon, Strategic Asset Allocation (SAA), liquidity requirements and investment constraints.
  • Support comprehensive credit rating analytics and scenario analyses as well as periodic sovereign pricing policy review and pricing update activities
  • Provide technical leadership in the Enterprise Risk Management (ERM) implementation covering ALM, FTP and Liquidity track, Financial Projections, Reporting, and stress testing.
People Management:
  • Provide technical, motivational, and inspirational leadership and guidance to the team members.
  • Coach, mentor, develop and provide regular feedback to the team members on results at a function level, promptly addressing areas of improvement.
  • Support filling in key capability gaps of the team through on-the-job capacity development and other capacity enhancement initiatives. efforts.
  • Assist Division manager in identifying and addressing technical capacity gaps in the team.
Operational excellence:
  • Monitor the effective implementation and adherence to respective financial management policies, procedures, and controls so that all relevant procedural / legislative requirements are fulfilled.
  • Keep abreast of the latest developments, regulations and leading practices in the field and proposes any necessary actions.
  • Provide necessary input for the preparation of the budget of the FPPA department and for the monitoring of actual expenditure against the approved budget.
Academic and Professional Qualifications:
  • Bachelor’s degree in Mathematics, Econometrics, Financial Management, or related field.
  • Certification in FRM, PRM or CFA is preferred.
  • Minimum 10 years of experience in financial management, financial modelling, risk management and related fields. Investment banking and pricing policies experiences are preferred.
Skills & Necessary Knowledge:
  • Adaptability
  • Building Relationships
  • Client Centricity and Responsiveness
  • Motivation to Learn and Share
  • Passion for Excellence
  • Analytical Thinking
  • Communication Effectiveness
  • Drive for Results
  • Knowledge, Learning and Communication
  • Problem Solving
  • Stakeholder Management / Client Orientation
Languages:
  • English  Mandatory
  • Arabic  Preferred
  • French  Preferred

To help us track our recruitment effort, please specify on the application form/indicate in your cover letter where (tendersglobal.net) you saw this job posting.
Leave a Comment
Share
2 years ago

Ecological Analyst (BLM, UT – Remote Optional)

tendersglobal.net The Research Associate Program at GBI, in cooperation with BLM Utah, is recruiting one…

4 hours ago

Plan International: Coordinador/a de Proyecto Safe Steps: Fomentando el futuro de los niños en movimiento. – Guatemala City

tendersglobal.net A través de su trabajo en 75 países con economías en desarrollo en África,…

4 hours ago

Outreach and Office Coordinator

tendersglobal.net Status: Temporary and seasonal position, non-exempt from overtime Position is 32 hrs/week Compensation: Hourly based on…

4 hours ago

Supply PV Solar Power Systems for running 5-TPD Flake Ice Machines(Hadramout-Yem

tendersglobal.net Procurement Process ITB - Invitation to bid Office UNDP-YEM - YEMEN Deadline 31-Jan-26 @…

4 hours ago

Natural Resources Leasing Specialist

tendersglobal.net Leasing Specialist, Natural Resource Specialist 2 (NRS2)Work Hours and Partial Telework flexibility may be…

4 hours ago

ICMPD: VA26P003V01 – Senior Advisor – Human Rights – Vienna

tendersglobal.net Reporting to the Director General, the Senior Human Rights Advisor plays a pivotal role…

4 hours ago
For Apply Button. Please use Non-Amp Version

This website uses cookies.