E T Consultant

At the World Bank, a member of the World Bank Group (WBG), you’ll join a diverse, global community working across cultures, disciplines, and borders to address the world’s most pressing development challenges. With 1.2 billion young people reaching working age in the decade ahead, the challenge of job creation has never been greater. Through partnerships across 145 countries and more than 182 offices worldwide, we work with governments, private sector, development partners and other stakeholders to invest in people, strengthen markets, and deliver scalable, data-driven solutions that generate more and better jobs and improve lives. For more information, visit https:// www.worldbank.org/en/who-we-are/ibrd The World Bank Group (WBG) Treasury The WBG Treasury is the Vice Presidency (VPU), reporting to the Managing Director and World Bank Group Chief Financial Officer, performing treasury functions for the IBRD, IDA and IFC and, to varying degrees, other members of the World Bank Group and other public and private sector entities. Its activities are organized and grouped into the following divisions: Capital Markets; Asset Management; Client Solutions Structuring; Treasury Operations; Treasury Partnerships Advisory; and Treasury Risk, Compliance Controls. Treasury has been a large and significant participant in the international financial markets for over eighty years and has achieved a global reputation as a prudent and innovative borrower, investor, and risk manager. Treasury is responsible for: (i) managing approximately $300 billion in assets for the World Bank Group and other official sector investors; (ii) leading IBRD's, IDA's and IFC’s triple-A rated financing programs in international and domestic bond and derivative markets; (iii) conducting asset and liability management for IBRD's, IDA’s and IFC's balance sheets; (iv) overseeing the development and outreach related to the financing and hedging products the WBG provides for its developing-country clients; and (v) collaborating with the World Bank member countries to help build their financial markets related capacity through advisory services. Staff in Treasury regularly interact and work with other Departments across the Bank and IFC finance, operations, investment teams. The WBG Treasury Operations Department (TREOP) provides a full range of operational support for Treasury’s capital markets, asset management, and banking businesses. Under TREOP, the Quantitative Solutions and Analytics team (TREQA) is responsible for developing and implementing quantitative models, financial solutions and portfolio analytics for internal and external client fixed income investment portfolios, providing valuation, performance reporting, risk analytics, and guideline monitoring for those portfolios. The team also provides technical advisory and capacity building in its areas of expertise for client central banks, sovereign wealth funds, pension funds, and other strategic partners. Duties and Accountabilities: The ETC will be a member of TREQA and will provide quantitative and systems expertise to support Treasury middle-office functions. The position will have a strong focus on applying Murex expertise to areas where it creates the greatest business value, including risk analytics, post-trade compliance, investment performance, valuation, and reporting. The ETC will work closely with portfolio management, risk, operations, accounting, and technology teams to ensure that Murex capabilities are effectively designed, implemented, validated, and used to support robust analytical and control processes. • 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. All TREQA team members will also have the following responsibilities to some degree: · Keep abreast of the industry’s best practice 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, 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; and · Assist in additional projects as needed within QSA.