Risk Management Senior Officer ALM & Liquidity Risk

IDB Invest is the private sector arm of the IDB Group committed to supporting the sustainable development of Latin America and the Caribbean through the private sector. Our mission is to finance, structure, and mobilize capital for companies and projects that support economic growth, resilience, and long-term development across the region.

IDB Invest operates in 26 countries, structured across four geographic regions and three industry verticals:
Infrastructure and Energy, Financial Institutions, and Corporates.

As part of its evolving business model, “Originate to Share,” IDB Invest is expanding its capacity to mobilize private capital and scale development impact across Latin America and the Caribbean, supported by a $3.5 billion capitalization from its shareholders. The model strengthens IDB Invest’s ability to originate high-quality assets, structure innovative financial solutions, and connect global capital with opportunities across the region.

The Financial and Operational Risk Management Division, part of the Risk Management Department, is responsible for managing financial and operational risks of IDB Invest. The team is divided into four main teams:

• Portfolio Management: responsible for overseeing the growth of the portfolio, considering concentrations and other risk parameters, providing portfolio risk guidance to the business areas, managing portfolio limits, RAROC, Economic Capital, Risk Management MIS, reporting and limit controls, and quarterly calculation of provisions under the CECL.
• Market Risk: responsible for the design, implementation, update, and ongoing execution of the Market Risk and Asset and Liability Management framework. The team identifies, quantifies and monitors interest rate risk and foreign exchange risk of the balance sheet, and the price risk of the liquid investment portfolio. This group is also responsible for liquidity risk and counter party credit risk management.
• Model Validation: responsible for independently validating IDB Invest’s models and maintaining the model governance framework.
• Operational
  
  Risk Management:
  
  responsible for assessing and maintaining an appropriate internal control environment, developing and managing a full operational risk framework as a second line of defense.

The Financial and Operational Risk Division is seeking an experienced ALM and Liquidity Risk professional to join the Market Risk team as Senior Officer, based in Washington, D.C. Reporting to the Market Risk Director, the successful candidate will be responsible for the second-line-of-defense oversight of Interest Rate Risk in the Banking Book (IRRBB), FX risk of the balance sheet, and liquidity risk of IDB Invest.

The role will lead the design and ongoing execution of EVE and NII sensitivity measurement, liquidity risk metrics (including regulatory-aligned LCR/NSFR-style ratios, HQLA, survival horizon, and internal stress testing), Funds Transfer Pricing (FTP) oversight, and ALCO reporting. The Senior Officer will play a hands‑on role in the migration and implementation of new ALM/liquidity risk systems being integrated with Treasury operations, in close coordination with Treasury, Finance, IT, and Operations.

• Lead the second-line design, calibration, and ongoing execution of the IRRBB framework: banking-book instrument mapping to repricing buckets, cash‑flow repricing under standard and internal rate‑shock scenarios, and calculation of EVE and 12‑month NII sensitivities.
• Own the measurement, monitoring, and reporting of liquidity risk: daily/weekly liquidity position, HQLA composition and quality, survival‑horizon and stress‑based liquidity metrics, funding‑gap analysis, and internal LCR/NSFR‑style ratios aligned with…