Asset Liability Management Senior Consultant

About the role

IDB Invest is looking for a highly motivated Asset Liability Management (ALM) Senior Consultant to support balance‑sheet management, market risk, liquidity risk, funds transfer pricing and capital management within its Treasury Division.

Key responsibilities

• Lead or co‑lead projects to enhance the balance‑sheet management framework, including ALM, capital management and FTP.
• Secure stakeholder alignment and obtain institutional approvals for ALM initiatives.
• Act as technical lead in cross‑functional working groups, shaping strategic discussions on balance‑sheet management.
• Support implementation and enhancement of Treasury and ALM systems, data processes, governance documentation, policies and reporting.
• Perform analysis and monitoring of balance‑sheet risks such as interest‑rate, liquidity, foreign‑exchange and earnings sensitivity.
• Conduct IRRBB analyses, scenario testing, stress testing and other quantitative assessments.
• Maintain and improve the Funds Transfer Pricing framework, related methodologies and analytical processes.
• Develop and maintain quantitative models, analytical tools, dashboards and automation solutions.

Required profile

• Proactive, highly motivated professional with a strong analytical mindset.
• Demonstrated experience in ALM, balance‑sheet risk management or treasury functions.
• Proven ability to lead projects, secure stakeholder buy‑in and obtain approvals.
• Strong quantitative and problem‑solving skills.
• Experience working in cross‑functional teams and influencing strategic decisions.

Required skills