Model Risk Management Consultant
- 📁
- Technical Support
- 📅
- Sep 05, 2024 Post Date
- 📅
- 2400000810 Requisition #
What you'll need
- Education: Master’s University degree or equivalent in a quantitative field, preferably in mathematics, economics, engineering, statistics, actuarial science, risk or finance. FRM/CFA is a plus.
- Experience: Needed: 5+ years of technical experience in corporate finance, and the valuation/pricing of debt assets/private equity investments acquired at a peer institution or international bank; experienced knowledge of asset pricing and valuation models and frameworks (e.g. DCF, CAPM, APT, derivatives pricing models (e.g. options, CDS), hybrid securities, securitization structures); strong communication skills, including preparation and delivery of presentations to Management; Plus: Experience in model validation (effective challenge of conceptual soundness/ assumptions, testing), knowledge of financial data infrastructure, processing and management, coding; knowledge of statistical techniques for data sampling, predictive models, parameter estimation and statistical significance, hypothesis testing, model selection; Additional experiences in economic capital, market risk, ALM or operational risk. Extra: hands-on experience in producing advanced reports with BI tools, especially Power BI; process oriented to designing and implementing automated processes.
- Languages: oral and written proficiency in English required. Spanish is a plus.
- Systems: Advanced user of Microsoft tools: Excel, Power point, Word and Power BI (other similar tools like Tableau will be also considered), SQL; Strong coding skills (e.g. VBA, R, MATLAB Python, Julia); Experience with dynamic modeling solutions like Crystal Ball.
Key skilll:
- Learn continuously.
- Collaborate and share knowledge.
- Focus on clients.
- Communicate and influence.
Requirements
- Consanguinity: You have no family members (up to fourth degree of consanguinity and second degree of affinity, including spouse) working at the IDB Group.
Type of contract and duration:
- Length of contract: up to 36 months.
- Location: Washington DC
What we offer
The IDB group provides benefits that respond to the different needs and moments of an employee’s life. These benefits include:
- A competitive compensation packages.
- Leaves and vacations: 2 days per month of contract + gender- neutral parental leave.
- Health Insurance: the IDB Group provides a monthly allowance for the purchase of health insurance.
- Savings plan: The IDB Group cares about your future, depending on the length of the contract, you will receive a monthly savings plan allowance.
- We offer assistance with relocation and visa applications for you and your family when it applies.
- Hybrid and flexible work schedules.
- Development support: We offer learning opportunities to boost your professional profile such as seminars, 1:1 professional counseling, and much more.
- Health and wellbeing: Access to our Health Services Center which provides preventive care and health education for all employees.
- Other perks: Lactation Room, Daycare Center, Gym, Bike Racks, Parking, and others.
Our culture
At the IDB Group we work so everyone brings their best and authentic selves to work, willing to try new approaches without fear, and where they are accountable and rewarded for their actions.
Diversity, Equity, Inclusion and Belonging (DEIB) are at the center of our organization. We celebrate all dimensions of diversity and encourage women, LGBTQ+ people, persons with disabilities, Afro-descendants, and Indigenous people to apply.
We will ensure that individuals with disabilities are provided reasonable accommodation to participate in the job interview process. If you are a qualified candidate with a disability, please e-mail us at diversity@iadb.org to request reasonable accommodation to complete this application.
Our Human Resources Team reviews carefully every application.
About the IDB Group
The IDB Group, composed of the Inter-American Development Bank (IDB), IDB Invest, and the IDB Lab offers flexible financing solutions to its member countries to finance economic and social development through lending and grants to public and private entities in Latin America and the Caribbean.
Follow us:
https://www.linkedin.com/company/idbinvest/