Valuation & Quant Specialist, Treasury Operations

World Bank Group; Paris; Sur place; EUR 90 000 - 120 000; Plein temps

Résumé du poste

World Bank Group in Paris seeks a Financial Officer to design and implement quantitative valuation models for capital markets and manage related risk analyses. You will work with Finance & Accounting for pre-trade validation and post-trade verification of models used in funding transactions and other business areas.

The role requires a Master’s degree in a quantitative field and 5+ years in valuation, risk management and financial modeling, with strong knowledge of derivatives and market data.

Qualifications

• Master’s degree or above in finance, mathematics, physics or engineering, or an equivalent combination of education and experience.
• 5+ years relevant work experience in valuation models, interest rate derivatives including exotics and/or financial platform implementation with focus on valuation, risk management and financial modeling.
• Expertise in Murex and Numerix CrossAsset / OneView strongly preferred.
• Working knowledge of capital markets, market data, and derivative instruments.

Responsabilités

• Contribute to the design and implementation of quantitative valuation models and tools for new capital markets transactions.
• Collaborate with Finance & Accounting for model validation, data requirements, and risk analyses.
• Engage with internal units to secure transaction approvals and address valuation, collateral and risk issues.
• Perform monthly valuations for complex contracts and resolve valuation issues with validators.

Connaissances

Derivative instruments

Quantitative modeling

Valuation

Capital markets

Formation

Master’s degree or above in finance, mathematics, physics or engineering

Outils

Python

VBA

Matlab

R

Murex

Numerix CrossAsset / OneView

Description du poste

World Bank Group in Paris seeks a Financial Officer to design and implement quantitative valuation models for capital markets and manage related risk analyses. You will work with Finance & Accounting for pre-trade validation and post-trade verification of models used in funding transactions and other business areas.

The role requires a Master’s degree in a quantitative field and 5+ years in valuation, risk management and financial modeling, with strong knowledge of derivatives and market data.