E T Consultant

Finance & Economy

Overview

Consult to optimize Treasury Valuation Analytics processes

You have:

• Bachelor’s Degree in relevant discipline (Finance, Business, Engineering) or quantitative discipline with 2 years of relevant work experience in finance.
• Knowledge of fixed income mathematics and derivatives.
• Strong analytical skills.
• Experience with data visualization tools like Tableau and Power BI.
• Proficiency in VBA, Python, or other programming languages.
• Proficiency in working with databases like Oracle or SQL.
• Knowledge of Bloomberg and Reuters is an advantage.
• Experience with machine learning and AI applications is a plus.

Contract

This is a World Bank Group grade: EC1 contract. More about World Bank Group grade: EC1 contracts.

E T Consultant

Description

IFC—a sister organization of the World Bank and member of the World Bank Group—is the largest global development institution focused on the private sector in emerging markets. We work with more than 2,000 businesses worldwide, using our capital, expertise, and influence to create markets and opportunities in the toughest areas of the world. In fiscal year 2022, we delivered more than $32.8 billion in long-term financing for developing countries, leveraging the power of the private sector to end extreme poverty and boost shared prosperity. For more information, visit www.ifc.org.

The Treasury Valuation Analytics Unit is responsible for valuation of fixed income and structured finance products as part of the middle office and support functions it provides to IFC Treasury and Mobilization departments. The unit carries daily valuation and pricing calculation, bond price verification, and quarterly valuation for the Treasury Market Operations, Treasury Risk, and IFC’s Controllers.

The Unit is looking for a Consultant with experience in fixed income mathematics, database, and data visualization tools.

Roles and Responsibilities

The Consultant’s primary responsibilities will include, but not limited to the following duties and responsibilities:

• Static data maintenance

• Ensure and adopt the appropriate data quality standards within the functions the unit performs or oversees.

• Run daily market data downloads, perform validation, troubleshoot errors, maintain manual curves.

• Monitor, check quality of the data, investigate anomalies and react on various processes for report generation within the scope of the team’s mandate.

• Support the daily and period-end performance and attribution calculation.

• Support activities related to the performance calculation.

• Provide support to the valuation function, including but not limited to the valuation and pricing calculation, Bond Price Verification, Leveling, and valuation reconciliation.

• Create and maintain documentation.

• Develop queries to collect information from multiple sources/databases.

• Develop and maintain utility programs, such as report generators.

• Apply Tableau and Power BI to enable data visualization/manipulation.

• Provide ad-hoc analysis and reporting to clients; and

• Assist in additional projects as needed within TVA.

Selection Criteria

• Bachelor’s Degree in relevant discipline (Finance, Business, Engineering) or another quantitative discipline such as Math/Physics/Statistics/Actuarial studies with an equivalent combination of education and experience and 2 years relevant work experience in finance and investments such as portfolio management, market or credit Risk, or investment performance.

• Knowledge of fixed income mathematics, derivatives and information technology.

• Strong analytical skills.

• College degree in Finance or Mathematics and/or experience in fixed-income analysis will be preferred.

• Knowledge of Bloomberg, Reuters, Summit (Misys) will be a strong advantage.

• Proficiency in VBA, Python (or other programming languages), Oracle (or other RDBMS), SQL, MS Access and Excel in order to maintain and improve existing reporting applications will be a big plus.

• Proficiency in working with databases.

• Experience with at least one of Python, VBA, C++, Java.

• Machine Learning and AI applications experience is a plus.

World Bank Group Core Competencies

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.

Note: The selected candidate will be offered a one-year appointment, renewable for an additional one year, at the discretion of the World Bank Group, and subject to a lifetime maximum ET Appointment of two years. If an ET appointment ends before a full year, it is considered as a full year toward the lifetime maximum. Former and current ET staff who have completed all or any portion of their second-year ET appointment are not eligible for future ET appointments.

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Potential interview questions

Added 3 years ago - Updated 1 year ago - Source: worldbank.org