Risk Analyst

JOB DESCRIPTION

 

Description

The unit also participates in the risk analysis on Treasury economic capital, asset liability management, and external reporting to rating agencies. The unit is conducting a search for a Risk Analyst to join a small dynamic team in support of deepening the analysis of market and liquidity risks.

Role & Responsibilities
The successful candidate will:
•  Monitor IFC’s market balance sheet risk exposures (interest rate, FX risk, etc.), external market trends, and connect the resulting P&L with those trends.
•  Perform the ongoing regular operations for ALM, stress testing, economic capital, and liquidity risk measurements and participate in enhancements to those measurements.
•  Monitor risk exposure calculations, including security-specific risk exposures, and help provide quality assurance.
•  Take an active role in monitoring of risk limits and investment eligibility criteria.
•  Engage with stakeholders in Treasury and Portfolio Management departments and help build cross-departmental relationships.
•  Contribute to the monthly, quarterly, and annual management and external reporting on the risks in IFC’s Treasury portfolio.
•  Contribute to improving the automation and efficiency of recurring analysis and reporting.

 

Selection Criteria

 

•  A bachelor’s or master’s degree in Finance, Business or related field or equivalent with a minimum of 2 years of experience related to financial analysis of fixed income and derivatives.
•  High analytical ability as demonstrated by work in relevant areas and/or academic qualifications.
•  Solid background in statistical data analysis and other quantitative techniques; knowledge of statistical high-level data analysis languages such as Matlab or R would be a strong plus.
•  Good experience with databases with ability to extract, clean, and analyze data using SQL queries and Python; data visualization skills and experience with dashboarding tools (Tableau, Power BI) are also a plus.
•  Developing knowledge of fixed income and derivatives products including swaps, swaptions, sovereign bonds, and securitized products (ABS and RMBS).
•  Developing knowledge of market risk measurement analytic measures including DV01, value at risk, stress testing, scenario analysis, and option-adjusted risk analysis.
•  Some knowledge of ALM risk techniques such as Basel’s Interest Rate Risk of the Banking Book (IRRBB) stress tests.
•  Some knowledge of approaches to funding and liquidity risk management such as the Basel Liquidity Ratio and the Rating Agency Liquidity Frameworks.
•  Good team player with ability to collaborate with colleagues within and across the department
•  Strong written and oral communication skills.
•  Some previous buy-side or sell-side trading experience in fixed income or derivatives is preferred.
•  Formal certification in Finance or Risk Management (CFA, FRM, or PRM) preferred.
•  Previous work experience in a large financial.

 


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