Financial Risk Management Expert

2 weeks ago


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

Asian Development Bank (ADB) is an international development finance institution that aims to alleviate poverty and promote sustainable development in the Asia-Pacific region. The bank combines finance, knowledge, and partnerships to fulfill its vision under Strategy 2030.

The Treasury and Liquidity Risk Division within the Office of Risk Management is seeking a qualified candidate to fill the position of Risk Management Specialist. As a key member of the team, you will be responsible for conducting and overseeing activities related to market, liquidity, and credit risks associated with ADB's treasury operations.

You will lead RMTL's derivatives management operations, including valuation, collateral management, counterparty risk analysis, and negotiation of ISDA Master Agreements and Credit Support Annex. Additionally, you will promote advanced risk analytics, monitor risk exposures, and enhance methodologies to align with evolving markets, risk policies, and technologies.

Your role will involve:

  1. Promoting and implementing advanced risk analytics to monitor risk exposures and enhance methodologies to align with evolving markets, risk policies, and technologies.
  2. Leading collateral management operations and counterparty management to ensure prompt addressal of concerns related to derivatives valuations and unfulfilled margin calls due to disagreements with counterparties.
  3. Maintaining 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.
  4. Representing risk management interests in the negotiation and execution of ISDA Master Agreements and CSAs with derivatives counterparties.
  5. Leading the implementation and maintenance of analytical systems and reporting requirements to enhance accuracy of information to end-users.


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