Treasury Risk Specialist

2 weeks ago


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

The Asian Development Bank (ADB) seeks a skilled Treasury Risk Specialist to join its Office of Risk Management. In this role, you will be responsible for conducting and overseeing activities in risk assessment and reporting, specifically related to market, liquidity, and credit risks.

">Key Responsibilities
  • Conduct quantitative valuation of treasury risk positions, focusing on derivatives portfolios tied to investments and structured bond liabilities.
  • Lead collateral management operations and counterparty management, ensuring coordination with internal teams and external providers.
  • Maintain processes for sourcing risk metrics and valuation data from external vendors, ensuring data integrity and quality.
  • Negotiate International Swaps and Derivatives Association (ISDA) Master Agreements and Credit Support Annexes.
Requirements
  • A university degree in Mathematics, Banking, Finance, Business Administration, Economics, or related fields.
  • At least 6 years of relevant professional experience in treasury risk management, derivatives valuation, and collateral management.
  • Numerical experience in market, liquidity, and credit risk management, including knowledge of risk metrics.


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