Overview
The role involves managing and reviewing the Financial Sector Assessment Program (FSAP), developing analytical tools for financial stability assessment, and contributing to the division's analytical agenda and regular review work.
Key Responsibilities
- Managing and reviewing the Financial Sector Assessment Program (FSAP), including its financial stability risk assessment.
- Developing FSAP policies and instruments, including integrating the FSAP with other financial surveillance.
- Developing, applying, and evaluating analytical tools for financial stability assessment (including stress testing, macroeconomic models with financial sector, household and corporate vulnerability analysis with micro data, interconnectedness, spillover analysis, and other macro-financial analyses).
- Disseminating the analytical tools to internal and external audiences through technical assistance, technical cooperation, and teaching.
- Joining FSAPs as a stress tester (or mission leader) and playing an active role in the Division’s analytical agenda.
- Developing, improving, and applying stress testing and systemic risk assessment tools for FSAPs.
- Developing tools for assessment of emerging issues, such risks from NBFIs and market finance.
- Strengthening system-wide risk analysis addressing bank-NBFI, NBFI-NBFI interconnectedness and risks from cross-border financial flows using transaction-level or other micro-level data.
- Contributing to the Division’s regular review work largely for FSAPs.
- Supporting Division-wide projects such as producing board papers.
- Collaborating with specialists inside and outside the Fund.
- Interacting with senior staff and country authorities.
- Participating in technical assistance and teaching in quantitative risk assessment.
Required Experience
At least four years of relevant experience.
Qualifications
Advanced university degree (Ph.D. preferred) in economics, finance, or a related field.
