Asset and Liability Management Specialist

The Asset and Liability Management Specialist provides specialized analytical support across the Fund's asset and liability management activities, including liquidity management, investment portfolio monitoring, Commitment Authority reporting, foreign exchange risk management, balance sheet analytics, and financial sustainability assessments. The incumbent independently undertakes assigned analyses, forecasting exercises, scenario assessments, and reporting activities to support Treasury decision-making and governance processes.

Responsibilities

• Conduct analytical work supporting the implementation and monitoring of the Fund's asset and liability management framework.
• Monitor and assess key balance sheet indicators, including liquidity resources, funding requirements, portfolio performance, and liability trends.
• Prepare scenario analyses, sensitivity assessments, forecasts, and financial models supporting treasury decision-making and reporting requirements.
• Maintain analytical models, databases, assumptions, and monitoring tools used for treasury analysis and reporting.
• Prepare analytical inputs and supporting documentation for liquidity adequacy, capital adequacy, Commitment Authority, and financial sustainability assessments.
• Contribute technical inputs to periodic reviews of treasury models, methodologies, assumptions, and risk parameters.
• Support implementation and monitoring of the Fund's Commitment Authority framework.
• Maintain Commitment Authority reporting models, utilization monitoring tools, and forecasting frameworks.
• Prepare utilization analyses, forecasts, sensitivity analyses, and supporting management information.
• Coordinate with DRMC and relevant stakeholders to provide analytical inputs for management reporting, Board reporting, and quarterly risk dashboard processes.
• Support periodic reviews of Commitment Authority assumptions and approved methodology parameters.
• Prepare and maintain liquidity forecasts covering contributions, disbursements, reflows, investment activities, and other treasury cashflows.
• Monitor liquidity positions and analyze projected funding requirements under various portfolio and programming scenarios.
• Conduct quantitative analyses supporting liquidity adequacy assessments and cashflow management planning.
• Support the development and enhancement of liquidity monitoring frameworks, indicators, and analytical tools.
• Analyze the relationship between liquidity resources, Commitment Authority utilization, and projected portfolio growth.
• Prepare analytical reports and recommendations to support prudent liquidity management.
• Support the implementation and ongoing enhancement of the Fund's FX hedging framework for non-USD contributions and other approved treasury exposures.
• Monitor foreign exchange exposures and prepare analyses of hedge requirements under approved hedging mandates.
• Support hedge execution activities, hedge monitoring, performance measurement, and hedge effectiveness analysis.
• Maintain hedge exposure databases, monitoring reports, and treasury risk analytics.
• Conduct scenario analyses and sensitivity assessments relating to foreign exchange risk and market movements.
• Support collateral monitoring, counterparty exposure monitoring, and compliance with approved hedge limits and risk parameters.
• Coordinate with Treasury Operations, Risk Management, Accounting, Trustee, custodians, and counterparties on FX hedging implementation and reporting requirements.
• Prepare recurring and ad hoc reports on FX hedging activities for management and governance purposes.
• Conduct analyses relating to portfolio composition, financial instruments, funding sources, and balance sheet performance.
• Evaluate financial implications of portfolio growth, funding strategies, and evolving programming scenarios.
• Develop and maintain analytical models supporting treasury portfolio monitoring and risk assessments.
• Support peer benchmarking and comparative analyses of treasury, balance sheet, liquidity, and risk management practices among multilateral financial institutions and climate finance institutions.
• Contribute to analytical work supporting treasury strategy development and balance sheet optimization initiatives.
• Prepare analytical reports, dashboards, presentations, management briefings, and technical papers.
• Support preparation of Board documents, RFC materials, management reporting, and governance-related analyses.
• Ensure integrity, consistency, and quality of Treasury data used for reporting and decision-making.
• Support treasury-related audit, compliance, governance, and risk management processes.
• Identify analytical, operational, and financial risks and support the development of mitigation measures.
• Contribute to strengthening treasury governance, transparency, reporting quality, and internal controls.
• Contribute to Treasury policy development, framework enhancement, and strategic initiatives.
• Support the development and enhancement of treasury analytical systems, modelling tools, and reporting platforms.
• Participate in Treasury transformation initiatives, automation projects, and process improvement activities.
• Identify opportunities to improve analytical methodologies, data quality, reporting efficiency, and treasury operational effectiveness.
• Support knowledge management, documentation, and capacity-building activities within Treasury.

Requirements

• Advanced university degree (Master's degree or equivalent) in Finance, Economics, Accounting, Financial Engineering, Business Administration, Treasury Management, or a related field.
• A Bachelor's degree in a relevant discipline combined with additional two (2) years of relevant professional experience may be accepted in lieu of an advanced degree.
• Minimum of eight (8) years of progressively responsible professional experience in treasury, investment management, liquidity management, financial risk management, asset-liability management, or related fields.
• Experience managing investment portfolios, liquidity resources, or treasury operations within international financial institutions, multilateral development banks, sovereign institutions, central banks, commercial banks, or asset management firms.
• Demonstrated experience in foreign exchange risk management and hedging programmes.
• Experience in cashflow forecasting, treasury management systems, financial systems development, ERP integration, or treasury technology implementation.
• Experience preparing technical analyses, management reports, policy papers, or governance documents for senior management and oversight bodies.
• Strong analytical, quantitative, and financial modelling capabilities.
• Sound understanding of fixed income investments, liquidity management, foreign exchange markets, and financial risk management.
• Knowledge of treasury management systems, cashflow forecasting tools, data analytics, and reporting platforms.
• Ability to manage complex projects involving multiple stakeholders and cross-functional teams.
• Excellent written and verbal communication skills in English.
• High standards of integrity, professionalism, judgement, and collaboration.

Skills

• Asset-Liability Management
• Liquidity Management
• Investment Management
• Foreign Exchange Risk Management
• Hedging Programmes
• Cashflow Forecasting
• Treasury Management Systems
• Financial Systems
• ERP Integration
• Treasury Technology
• Financial Modelling
• Fixed Income Investments
• Financial Risk Management
• Data Analytics
• Management Reporting
• Policy Paper Writing
• Governance Documentation
• Project Management
• Quantitative Analysis

Languages

English