Risk Management Analyst

6 days ago


Mandaluyong City, National Capital Region, Philippines Asian Development Bank (ADB) Full time

About the Role:

We are seeking a highly skilled Risk Management Specialist to join our team at the Asian Development Bank (ADB). As a Risk Management Specialist, you will play a crucial role in conducting and overseeing various activities related to market, liquidity, and credit risks.

Key Responsibilities:

  • Promote and implement advanced risk analytics to monitor risk exposures and enhance methodologies to align with evolving markets, risk policies, and technologies.
  • Ensure robustness of internal systems for quantitative valuation of treasury risk positions with a focus on derivatives portfolios tied to investments and structured bond liabilities.
  • Lead collateral management operations and counterparty management, ensuring that different internal and external teams coordinate to promptly address concerns.
  • Maintain processes for sourcing risk metrics and valuation data from external providers to support operations including derivatives portfolio valuation, collateral management, and derivatives counterparty risk analysis.
  • Represent risk management interests in the negotiation and execution of International Swaps and Derivatives Association (ISDA) Master Agreements and Credit Support Annex (CSA).

Requirements:

  • A University degree in Mathematics, Banking, Finance, Business Administration, Economics, or related fields; preferably at post-graduate level or its equivalent.
  • At least 6 years of relevant professional experience, with a preference for experience in treasury risk management, derivatives valuation, and collateral management.
  • Numerical experience in market, liquidity, and credit risk management and derivatives, including knowledge of relevant risk metrics.


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