Asset Liability Management (ALM) Senior Consultant

About the role

IDB Invest is seeking a proactive Senior Consultant to lead its Asset Liability Management (ALM) function. The role focuses on balance‑sheet management, market and liquidity risk, funds transfer pricing, and capital optimization within the Treasury Division.

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 groups, shaping strategic discussions on ALM and balance‑sheet strategy.
• Support implementation and improvement of Treasury and ALM systems, data processes, governance, policies and reporting.
• Analyze and monitor balance‑sheet risks such as interest‑rate, liquidity, FX and earnings sensitivity.
• Conduct IRRBB analyses, scenario and stress testing, and other quantitative assessments.
• Maintain and enhance the Funds Transfer Pricing framework and related methodologies.
• Develop and maintain quantitative models, analytical tools, dashboards and automation solutions.

Required profile

• Highly motivated professional with strong analytical mindset.
• Experience in treasury, ALM or balance‑sheet risk management.
• Ability to work independently and lead cross‑functional initiatives.
• Excellent communication skills for stakeholder engagement.

Required skills

What we offer

• Opportunity to shape ALM practices in a leading development finance institution.
• Exposure to large‑scale financing projects across Latin America and the Caribbean.
• Collaborative environment within a multi‑regional Treasury Division.