We are looking for a proactive, creative and committed Treasury and Risk Senior Specialist-Quantitative Analysis to lead quantitative measurement of risks in the Bank’s derivatives portfolio.

You will work in Treasury Risk Management, part of the Office of Risk Management.

Treasury risk management is responsible for overseeing risks in the Bank’s derivatives portfolio and investment portfolio.

is preferred).

• Experience and functional knowledge in:
  • At least five years of relevant experience in quantitative finance or mathematical modeling with a focus on fixed income and FX;
  • Outstanding analytical and quantitative skills, with a clear ability to add value to the risk management process through creative thinking and in-depth and disciplined analyses;
  • Broad and deep knowledge of global financial markets and products, and ability to assess the financial risks of multi-currency and less liquid derivative portfolios;
  • Experience in the design, development, and implementation of state-of-the-art modeling tools and methodologies for portfolio risk management and securities valuation;
  • Experience in the use of advanced techniques in quantitative finance, such as stochastic calculus, portfolio optimization, econometrics, term structure modeling, and Monte Carlo simulation;
  • Ability to draft well-written, coherent analyses and proposals to senior management and to engage senior decision-makers on complex risk issues;
  • Proven ability to find practical solutions to complex problems.
  • Advanced computer skills, including the ability to program and develop applications using software such as Matlab, C++, Python, and Visual Basic.

Familiarity with specialized risk models or financial systems such as QRM and Summit is a plus.

• Excellent interpersonal and communication skills, including presenting complex and technical issues simply.
• Languages: Fluency in English is required.

Knowledge of Spanish, Portuguese, or French is preferred.

Key skills

• Learn continuously.
• Collaborate & Share knowledge.
• Focus on clients.
• Communicate and influence.
• Innovate and take risks.

Responsibilities

You will lead the development of innovative and effective risk management methodologies, models, and analytical solutions to support the Bank’s treasury risk management activities in a highly complex and dynamic financial market environment.

You will implement work programs and projects to strengthen the framework for analyzing, measuring, and managing risks, including the below functions:

• Lead the quantitative analysis of risks of various types of financial instruments in the IDB’s derivatives, investment, and funding portfolios.