Principal Treasury Risk Officer at African Development Bank Group (AfDB)

Selection Criteria

• Hold at least a Master’s degree or its equivalent in quantitative subjects such as Mathematics, Physics, Financial Engineering, Statistics or Banking.
• Professional certification in Risk and/or Finance such as Financial Risk Manager (FRM), Professional Risk Manager (PRM), Chartered Financial Analyst (CFA) or Certificate in Quantitative Finance (CQF) will be an advantage.
• Have a minimum of six (06) years of relevant professional experience in International Financial Institutions or Investment Banks, with a large scope of treasury or fixed income activities and reporting. Working experience in Fixed Income and Derivatives front-office, middle-office or risk management departments will be an advantage.
• In-depth knowledge of market and Counterparty Credit risk management techniques (VaR, CVA,DVA,PFE),  International Financial Reporting Standards, quantitative financial and risk modelling tools and methods of fixed income securities (yield curve modelling, bond and derivative pricing, Monte Carlo Simulations, sensitivity measures) are required.
• Communication; Client orientation; Team working and relationships; Operational effectiveness.
• Analytical and numerical skills with a good eye for detail.
• Ability to cope under pressure with strong planning and organization skills.
• Ability to work autonomously as well as part of a multicultural team.
• Experience in using Summit, Bloomberg, Reuters, Numerix or MSCI Credit Manager software, as well as a knowledge of light programming or database languages like Excel VBA, SQL or C++ would be an advantage.
• Ability to communicate effectively (written and oral) in English or French preferably with a working knowledge of the other language.

Application Deadline: 6th February, 2020.

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