Associate Financial Officer, Washington

Εργασιακά Θέματα

Closing date: Friday, 30 January 2015

Background / General description

The International Finance Corporation (IFC), part of the World Bank Group, promotes sustainable private sector investment in developing countries. As part of IFC's dynamic and market-oriented Treasury, the Quantitative Analysis and Modeling Group is responsible for providing the analytical support to the trading units in IFC Treasury. The main activities of the group are: (a) Derivatives pricing and exposure measurement; (b) Financial models development for clients risk management needs; (c) Technology development using various mathematical models and computer applications to support portfolio managers/traders in Treasury; and (d) validation of the output from the systems and models. The Quantitative Analysis and Modeling Group is conducting a search for an Associate Financial Officer. The position will be located at IFC's Washington DC headquarters. Note: If the selected candidate is a current Bank Group staff member with a Regular or Open-Ended appointment, s/he will retain his/her Regular or Open-Ended appointment. All others will be offered a 3 year term appointment.

Duties and Accountabilities

As a hands-on position, the individual will develop/validate financial models to ensure appropriateness of use and accuracy of output. Examples of general duties include the following:

  • Analysis of IFC Loan Data to support new investment opportunities.
  • Input and model validation for models used to analyze the Loan book.
  • Support portfolio analyses effort by collecting information from multiple sources.
  • Develop analytical tools and provide analytical support to IFC Treasury's trading and client facing units.
  • Contribute to model development and enhancement for Securitization and other credit products.
  • Engage in model valuation of structured/exotic bonds and derivatives covering global fixed income, foreign exchange, equity and commodities market.
  • Test and peer-review internally developed models.
  • Investigate derivative mark-to-market discrepancies with that of our counterparty.
  • Take personal responsibility and accountability for timely response to client queries and requests.
  • Take personal responsibility and accountability to meet deadlines and achieve agreed-upon results.
  • Develop and maintain utility programs, such as report generators.
  • Monitor and troubleshoot daily and month-end automated jobs.
  • Actively seek knowledge needed to complete assignments and share knowledge with others.
  • Creating and maintaining documentation.

Selection Criteria

  • Applicants must have a MS or higher degree in Finance, Mathematics, engineering or equivalent.
  • 4+ years of direct relevant market experience, in financial analysis, econometrics and modeling.
  • Solid understanding of fixed income mathematics. Strong quantitative, analytical, modeling and econometrics skills.
  • Able to determine appropriate modeling and valuation techniques and to construct models consistent with market practice.
  • Good C++ and Excel VBA.
  • Experience using UNIX, preferably Solaris.
  • Proficiency in working with databases.
  • High degree of motivation and commitment to highest ethical standards.
  • Strong inter-personal skills.
  • Ability to work under pressure and multitask.

Apply here: http://www.ifc.org/wps/wcm/connect/Careers_Ext_Content/IFC_External_Corporate_Site/IFC %20Careers/Career%20Opportunities/CareerOpportunityPlaceHolder?JobReqNo=150067

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