E T Consultant

The E T Consultant will provide quantitative and systems expertise to support Treasury middle-office functions at the World Bank Group Treasury Operations Department. The role focuses on applying Murex expertise to risk analytics, post-trade compliance, investment performance, valuation, and reporting to support investment portfolios and Treasury activities.

Responsibilities

• Serve as a Murex subject matter expert for Treasury middle-office functions, particularly risk, post-trade compliance, performance, pricing, valuation, and reporting.
• Lead or contribute to Murex enhancements and implementations, including business requirements, system configuration, testing, reconciliation, production implementation, and issue resolution.
• Design, develop, implement, and enhance Murex-based quantitative analytics, controls, and reporting solutions to support investment portfolios and Treasury activities.
• Support market, credit, and counterparty risk analytics, including development, validation, reconciliation, and reporting of risk measures.
• Develop and maintain post-trade compliance capabilities, including translation of investment guidelines into system rules, investigation of exceptions, and enhancement of compliance monitoring.
• Support investment performance measurement, attribution, portfolio reporting, and reconciliation of performance results across transactions, positions, benchmarks, and market data.
• Perform and support valuation and pricing for fixed-income securities, derivatives, and other financial instruments; investigate valuation differences and work with model validation, accounting, and other teams to resolve issues.
• Partner other Treasury teams and teams across other VPUs to identify opportunities to improve analytics, automation, controls, data quality, and reporting, and provide quantitative support for new products and business initiatives.
• Develop and maintain appropriate documentation, controls, and procedures, and provide training and guidance to junior staff.
• Keep abreast of the industry’s best practice and technology improvements pertaining to the team’s functions.
• Maintain close contacts and liaise with internal and external counterparts including Treasury colleagues in the investment, pension 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 QSA.

Requirements

• Advanced degree in finance, mathematics, financial engineering, statistics, computer science, engineering, or another quantitative discipline.
• At least five years of relevant professional experience in capital markets, investment management, quantitative analytics, risk management, valuation, performance, compliance, or financial systems.
• Strong hands-on Murex expertise is required, with demonstrated experience applying Murex to one or more of the following: Risk analytics; Post-trade compliance; Performance and attribution; Valuation and pricing; Investment or management reporting.
• Strong understanding of fixed-income instruments, derivatives, capital-market conventions, market data, valuation methodologies, and portfolio analytics.
• Demonstrated ability to translate business requirements into Murex configurations, analytical solutions, rules, reports, testing, and production processes.
• Strong quantitative, analytical, and problem-solving skills, including the ability to investigate and reconcile differences across positions, market data, valuation, risk, performance, and reporting.
• Experience with Python, SQL, Power BI, VBA, MATLAB, R, or similar analytical tools is desirable.
• CFA, FRM, PRM, or other relevant professional certification is preferred.

Skills

• Murex Expertise
• Risk Analytics
• Post-trade Compliance
• Performance Attribution
• Valuation and Pricing
• Fixed Income Instruments
• Derivatives Knowledge
• Capital-market Conventions
• Market Data
• Portfolio Analytics
• Murex Configuration
• Analytical Solutions Development
• Business Requirements Translation
• Testing and Production Processes
• Quantitative Analysis
• Python
• SQL
• Power BI
• VBA Programming
• Matlab
• Investment Fund Reporting
• Problem Solving in Finance

Languages

English