E T Consultant - Quantitative Modeling
Washington D.C.
- Organization: World Bank Group
- Location: Washington D.C.
- Grade: 2359
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Occupational Groups:
- Statistics
- Closing Date: 2025-07-05
IFC — a member of the World Bank Group — is the largest global development institution focused on the private sector in emerging markets. We work in more than 100 countries, using our capital, expertise, and influence to create markets and opportunities. Our mission is to leverage the power of the private sector to end extreme poverty and boost shared prosperity on a livable planet. For more information, visit www.ifc.org.
As a member of Treasury Quantitative Analytics and Modeling (CTXQM) team, the candidate will participate in the various aspects of our team deliverables including trade processing, market data research and monitoring, pre-trade analysis, preparing and publishing various reports such as Assets and Liabilities (ALM) interest rate and currency exposures, working with senior staff in developing, testing and documenting valuation models and getting involved in the TANGO project related activities such as validating requirements, testing and impact analysis on related changes.
Duties and Accountabilities:
• Support in the development of analytical tools and utilities to support new products and/or new initiatives using advanced tools and languages; provide production support to already developed tools and models as required.
• Assist in validating the results and publish the reports from the ALM Analytics system.
• Analyze and validate the result based on the portfolio positions and market movement.
• Resolve discrepancies and anomalies of the result.
• Publish various analytical reports to clients.
• Provide ad-hoc analysis and reporting to clients using analytical tools and programming languages.
• Implement productivity enhancing utilities and applications.
• Analyze the terms and conditions of complex derivatives transactions and map correctly to the system.
• Prepare and maintain documentation of individual and group work.
• To monitor, check quality of the data, and investigate anomalies in the outputs.
• Evaluate and help in streamlining team's routine processes and implementing innovative ideas using new technologies.
• Help with enhancing various stochastic models for pre-trade analysis and valuations for various products including structured finance transactions and others.
• Ability to guide and help junior staff members.
• Participate on the Treasury system platform replacement project (TANGO).
We do our best to provide you the most accurate info, but closing dates may be wrong on our site. Please check on the recruiting organization's page for the exact info. Candidates are responsible for complying with deadlines and are encouraged to submit applications well ahead.
Before applying, please make sure that you have read the requirements for the position and that you qualify.
Applications from non-qualifying applicants will most likely be discarded by the recruiting manager.
Applications from non-qualifying applicants will most likely be discarded by the recruiting manager.