E T Consultant

Contract

This is a World Bank Group grade: EC2 contract. More about World Bank Group grade: EC2 contracts.

E T Consultant

Description

Do you want to build a career that is truly worthwhile? Working at the World Bank Group provides a unique opportunity for you to help our clients solve their greatest development challenges. The World Bank Group is one of the largest sources of funding and knowledge for developing countries; a unique global partnership of five institutions dedicated to ending extreme poverty, increasing shared prosperity and promoting sustainable development. With 189 member countries and more than 120 offices worldwide, we work with public and private sector partners, investing in groundbreaking projects and using data, research, and technology to develop solutions to the most urgent global challenges. For more information, visit www.worldbank.org

The World Bank Treasury Are you inspired by a global mission to end poverty? Do you want to build a career in finance with a global impact? The World Bank Treasury is one of the few places where you can be on the leading edge of finance as it sits at the only nexus of finance, innovation, and international development. We manage the institution's finances to enable all World Bank operations and lending. Each year, we issue over $50 billion in bonds, prudently manage over $180 billion in assets, and process over $7 trillion in transactions.

Departments & Teams Treasury has three departments and a compliance and controls team. Learn more about our organization: https://treasury.worldbank.org/en/about/unit/treasury/about/what-we-do.

With us, you won’t just work in financial markets: you’ll help create new ones. The World Bank Treasury launched a global recruitment campaign to attract the best and brightest talent in the world. We encourage you to learn more about Treasury, organization, people and careers at https://treasury.worldbank.org/careers.

Poverty has no borders, and neither does excellence. With employees based in Washington, Chennai, and Tokyo, the World Bank Treasury represents over 50 nationalities, and our leadership team hails from all regions of the world. We are proud to be an equal opportunity and inclusive employer. We have a dedicated and committed workforce and do not discriminate based on gender, race, ethnicity, religion, disability, sexual orientation, or gender identity. Learn more about Treasury’s greatest strength: its diverse and dedicated staff.

Treasury Operations is the Department (TREOP) which provides a full range of middle and back-office support for Treasury’s asset management, capital markets and banking functions. The Department is organized in three operational units: Capital Markets and Investment Operations (TRECI), Quantitative Solutions and Analytics (TREQA), and Banking Operations (TREBK).

Quantitative Solutions and Analytics team (TREQA) is the focal point of quantitative, analytical and reporting support for TRE’s fixed income asset management business. TREQA develops and implements quantitative models, financial solutions and portfolio analytics; the team also provides support in financial accounting, investment performance measurement, investment guideline compliance monitoring to for internal& external clients, as well as related capacity building for central banks, sovereign wealth & pension funds, office of debt management & strategic partners.

Duties and Accountabilities:

The Investment Officer will have responsibilities for specific individual tasks and for working as an integral part of the team in executing TREQA’s work program. The primary responsibilities will focus in the areas of portfolio analytics, investment performance measurement and attribution, and client reporting, which may include, but not be limited to:

• Be responsible for measuring investment performance and producing periodic production reports timely and accurately. Ensuring data integrity across multiple systems, identifying, and resolving data issues effectively, communicating portfolio performance directly with clients, and presenting performance analysis to the senior management as needed.

• Design, develop and implement quantitative solutions through modeling and data programming, develop new reporting tools and data management methods to support investment portfolio analytics, performance and risk attribution, benchmark management and client reporting in fixed income portfolios.

• Provide analytical support to the team in investment performance and risk attribution and reporting, strategy and market research, client implementation and technical assistance.

• Maintain market best practices, research, thought leadership on key technical subjects or models, including Investment performance measurement, fixed income factor models, performance attribution and GIPS standards.

• Actively participate in advisory engagements and workshops for Treasury clients including central banks, other official sector investment managers and pension funds, among others. Support the onboarding of new clients.

• Work on additional projects and/or activities as needed within TREQA.

All TREQA staff will also have the following responsibilities to some degree:

• Keep abreast of industry best practices and technology improvements pertaining to the team’s functions.

• Maintaining close contacts and liaising with internal and external counterparts including Treasury colleagues in the investment and funding departments; commercial and investment banks, asset managers and central banks.

• Prepare materials for professional collaborations, advisory engagements and workshops with central banks and other official sector institutions.

• Communicate any regulatory requirements and industry best practice changes to the Department.

• Assist in additional projects as needed within TREQA.

Do you want to build a career that is truly worthwhile? Working at the World Bank Group provides a unique opportunity for you to help our clients solve their greatest development challenges. The World Bank Group is one of the largest sources of funding and knowledge for developing countries; a unique global partnership of five institutions dedicated to ending extreme poverty, increasing shared prosperity and promoting sustainable development. With 189 member countries and more than 120 offices worldwide, we work with public and private sector partners, investing in groundbreaking projects and using data, research, and technology to develop solutions to the most urgent global challenges. For more information, visit www.worldbank.org

The World Bank Treasury Are you inspired by a global mission to end poverty? Do you want to build a career in finance with a global impact? The World Bank Treasury is one of the few places where you can be on the leading edge of finance as it sits at the only nexus of finance, innovation, and international development. We manage the institution's finances to enable all World Bank operations and lending. Each year, we issue over $50 billion in bonds, prudently manage over $180 billion in assets, and process over $7 trillion in transactions.

Departments & Teams Treasury has three departments and a compliance and controls team. Learn more about our organization: https://treasury.worldbank.org/en/about/unit/treasury/about/what-we-do.

With us, you won’t just work in financial markets: you’ll help create new ones. The World Bank Treasury launched a global recruitment campaign to attract the best and brightest talent in the world. We encourage you to learn more about Treasury, organization, people and careers at https://treasury.worldbank.org/careers.

Poverty has no borders, and neither does excellence. With employees based in Washington, Chennai, and Tokyo, the World Bank Treasury represents over 50 nationalities, and our leadership team hails from all regions of the world. We are proud to be an equal opportunity and inclusive employer. We have a dedicated and committed workforce and do not discriminate based on gender, race, ethnicity, religion, disability, sexual orientation, or gender identity. Learn more about Treasury’s greatest strength: its diverse and dedicated staff.

Treasury Operations is the Department (TREOP) which provides a full range of middle and back-office support for Treasury’s asset management, capital markets and banking functions. The Department is organized in three operational units: Capital Markets and Investment Operations (TRECI), Quantitative Solutions and Analytics (TREQA), and Banking Operations (TREBK).

Quantitative Solutions and Analytics team (TREQA) is the focal point of quantitative, analytical and reporting support for TRE’s fixed income asset management business. TREQA develops and implements quantitative models, financial solutions and portfolio analytics; the team also provides support in financial accounting, investment performance measurement, investment guideline compliance monitoring to for internal& external clients, as well as related capacity building for central banks, sovereign wealth & pension funds, office of debt management & strategic partners.

Duties and Accountabilities:

The Investment Officer will have responsibilities for specific individual tasks and for working as an integral part of the team in executing TREQA’s work program. The primary responsibilities will focus in the areas of portfolio analytics, investment performance measurement and attribution, and client reporting, which may include, but not be limited to:

• Be responsible for measuring investment performance and producing periodic production reports timely and accurately. Ensuring data integrity across multiple systems, identifying, and resolving data issues effectively, communicating portfolio performance directly with clients, and presenting performance analysis to the senior management as needed.

• Design, develop and implement quantitative solutions through modeling and data programming, develop new reporting tools and data management methods to support investment portfolio analytics, performance and risk attribution, benchmark management and client reporting in fixed income portfolios.

• Provide analytical support to the team in investment performance and risk attribution and reporting, strategy and market research, client implementation and technical assistance.

• Maintain market best practices, research, thought leadership on key technical subjects or models, including Investment performance measurement, fixed income factor models, performance attribution and GIPS standards.

• Actively participate in advisory engagements and workshops for Treasury clients including central banks, other official sector investment managers and pension funds, among others. Support the onboarding of new clients.

• Work on additional projects and/or activities as needed within TREQA.

All TREQA staff will also have the following responsibilities to some degree:

• Keep abreast of industry best practices and technology improvements pertaining to the team’s functions.

• Maintaining close contacts and liaising with internal and external counterparts including Treasury colleagues in the investment and funding departments; commercial and investment banks, asset managers and central banks.

• Prepare materials for professional collaborations, advisory engagements and workshops with central banks and other official sector institutions.

• Communicate any regulatory requirements and industry best practice changes to the Department.

• Assist in additional projects as needed within TREQA.

Selection Criteria

1. Master’s degree in finance, engineering, data science, mathematics or related discipline and 5+ years relevant work experience in finance and investments (with focus on portfolio management, market and credit risk, or investment performance).

2. Strong knowledge in financial markets and fixed income risk management.

3. Proven quantitative and qualitative analytical skills. Working experience with one or more of the programming languages such as Python, Matlab, VBA, SQL, and C++.

4. Excellent team player with strong interpersonal and communication skills and the highest ethical standards.

5. Excellent communication skills -- both verbal and written are required. Experience giving presentations/trainings and communicating/interacting with a broad range of audiences is desirable.

6. Professional certification in CFA, FRM, PRM is a plus. Or the desire to pursue one soon.

1. Master’s degree in finance, engineering, data science, mathematics or related discipline and 5+ years relevant work experience in finance and investments (with focus on portfolio management, market and credit risk, or investment performance).

2. Strong knowledge in financial markets and fixed income risk management.

3. Proven quantitative and qualitative analytical skills. Working experience with one or more of the programming languages such as Python, Matlab, VBA, SQL, and C++.

4. Excellent team player with strong interpersonal and communication skills and the highest ethical standards.

5. Excellent communication skills -- both verbal and written are required. Experience giving presentations/trainings and communicating/interacting with a broad range of audiences is desirable.

6. Professional certification in CFA, FRM, PRM is a plus. Or the desire to pursue one soon.

World Bank Group Core Competencies

The World Bank Group offers comprehensive benefits, including a retirement plan; medical, life and disability insurance; and paid leave, including parental leave, as well as reasonable accommodations for individuals with disabilities.

We are proud to be an equal opportunity and inclusive employer with a dedicated and committed workforce, and do not discriminate based on gender, gender identity, religion, race, ethnicity, sexual orientation, or disability.

Learn more about working at the World Bank and IFC, including our values and inspiring stories.