Quantitative Treasury Officer - Valuation & Modeling

The World Bank Group

Paris

Sur place

EUR 90 000 - 130 000

Plein temps

14 jours+

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Résumé du poste

The World Bank Group in Paris is seeking a Financial Officer to join the Treasury Operations Department (TREOP). You will focus on quantitative modeling to support Funding Activity, structured products, and market data research for new markets.

Responsibilities include designing valuation models, validating pre- and post-trade analyses, engaging with auditors, and delivering timely valuations for complex contracts. Strong IT and market-data skills are essential.

Qualifications

Master’s degree with 5+ years in a quantitative discipline.
5+ years in valuation models and capital markets.
Strong knowledge of derivative instruments and risk management.

Responsabilités

Design and implement quantitative valuation models for new capital markets transactions.
Coordinate with Finance & Accounting for pre-trade validation and post-trade verification of models.
Engage with Model validation, Risk and Operations to secure transaction approvals and address valuation issues.
Perform monthly valuations for complex contracts and resolve valuation issues for reporting.
Participate in audits and act as SME on valuation models.
Contribute to Treasury Systems design, testing, and production implementation.
Lead market data research and configuration for new markets, including curves construction.
Keep up with market developments in quantitative models and analytics enhancements.
Provide analytical support to Treasury units for financial solutions and client inquiries.
Provide training and guidance to junior staff.