Asset Liability Management Senior Consultant – Treasury

About the role

IDB Invest is seeking a highly motivated Asset Liability Management (ALM) Senior Consultant to join its Treasury Division. You will play a key role in managing the institution’s balance sheet, overseeing market and liquidity risk, funds transfer pricing, and capital management.

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 necessary institutional approvals.
• Act as technical lead in cross‑functional working groups, shaping strategic discussions on ALM and balance sheet management.
• Support implementation and enhancement of Treasury and ALM systems, data processes, governance, 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 and related methodologies.
• Develop and maintain quantitative models, analytical tools, dashboards and automation solutions.

Required profile

• Proactive, self‑driven professional with strong analytical capabilities.
• Experience in asset‑liability management, balance‑sheet risk analysis, or related treasury functions.
• Ability to lead projects, coordinate cross‑functional teams and obtain stakeholder buy‑in.
• Excellent communication skills to represent Treasury ALM in strategic discussions.

Required skills

• Quantitative modeling
• Data analysis
• Risk analysis (interest‑rate, liquidity, FX)

What we offer

• Opportunity to contribute to a transformative $3.5 billion capitalization initiative.
• Work within a leading international development finance institution.
• Collaborative environment focused on sustainable impact across Latin America and the Caribbean.