Risk Officer, Market Risk & Local Currency

Responsibilities

• Conduct detailed analysis of market, liquidity, local currency, and IRRBB sensitivity exposures.
• Review capital calculations and oversee back testing exceptions to ensure alignment with internal standards.
• Support the development of risk methodologies, including stress testing, scenario design, and risk limit frameworks.
• Produce timely reporting on risk exposures, limit utilization, and emerging vulnerabilities.
• Liaise with investment teams on product design, hedging guidelines, and financial sustainability.
• Monitor risk parameters to ensure alignment with risk appetite and regulatory expectations.
• Actively mentor and oversee junior staff across market risk, liquidity, and ALM functions.

Requirements

• Master’s degree in finance, economics, mathematics, financial engineering, or a related field.
• 8–10 years of experience in market risk, liquidity risk, ALM, or local currency risk management.
• Strong understanding of financial markets, fixed income, FX, derivatives, and structured products.
• Solid quantitative and analytical skills.
• Strong written and verbal communication skills with the ability to present complex analysis.

Preferred Qualifications

• Familiarity with emerging market local currency risk issues.
• Experience with risk systems or programming languages such as Python, R, MATLAB, or SQL.

About the Company

IFC is a member of the World Bank Group, dedicated to ending poverty and increasing shared prosperity by investing in groundbreaking projects in developing countries. We work with public and private sector partners to promote sustainable development and solve the world's most urgent global challenges.