E T Consultant - Fixed Income Analytics and Visualization

The World

E T Consultant - Fixed Income Analytics and Visualization

Salary Not Specified

The World, City of Westminster

  • Full time
  • Temporary
  • Remote working

Posted 3 weeks ago, 28 Aug | Get your application in now before you miss out!

Closing date: Closing date not specified

job Ref: e32c605594a54e27bef50f90d65854dc

Full Job Description

IFC Treasury Valuation and Analytics is seeking a dynamic and motivated Consultant to provide Treasury and Mobilization Middle Office support. The candidate will oversee daily valuation and pricing calculation, bond price verification, and quarterly valuation for the Treasury Market Operations (CTM) Treasury Risk (CRMTR), and IFC's Controllers Department (CNT). In addition, the Consultant will oversee and the staff managing selected data in relevant Treasury systems while coordinating with CTM, CTQ, CRMTR, and CNT. The Consultant is also expected to supervise the performance functions of the unit. The Consultant will support work in the valuation function of the unit and will participate in the fair valuation responsibility for structured finance transactions that requires and benefit from Treasury client solutions (CTC) structuring expertise., The Consultant's primary responsibilities will include, but not be limited to the following duties and responsibilities:

  • Valuation of various fixed income products including options;

  • Valuation of guarantees, insurance contracts on some loans for the Syndications department;

  • To review the availability of the relevant market data for the fair valuation of the transactions;

  • Validate, troubleshoot and resolve issues;

  • Oversees the daily market data downloads, perform validation, troubleshoot errors, maintain manual curves;

  • Monitor and address valuation breaks from CP MTM reconciliation;

  • Oversee levelling activities for the Front office (as relevant);

  • Address inquiries and challenges from Front Office, Treasury Risk, and the Controllers' departments;

  • Provide quarter end valuation completion sign-off to IFC Controller;

  • Contributes to the fair valuation for the Structured Finance transactions;

  • Working closely with relevant staff Treasury and Mobilization, Risk departments to value illiquid fixed income transactions in Emerging Markets;

  • Prepare and maintain documentation of individual and group work;

  • Implement productivity enhancing utilities and applications;

  • Provide ad-hoc analysis and reporting to clients;

  • Keep abreast of the industry's best practices and technologies used;

  • Assist in additional projects as needed within TVA.

    IFC - a member of the World Bank Group - is the largest global development institution focused on the private sector in emerging markets. We work in more than 100 countries, using our capital, expertise, and influence to create markets and opportunities. Our mission is to leverage the power of the private sector to end extreme poverty and boost shared prosperity on a livable planet.

  • IFC Treasury & Mobilization VPU teams are co-located in three global hubs that together serve IFC clients seamlessly across time zones and geographies. Operations are headquartered in Washington, D.C. and headed by the IFC VP and treasurer. In addition, there is a hub in London (with small presence in Dakar and Nairobi) covering Europe, Middle East, Central Asia and Africa and a hub in Singapore that covers Asia.
    The Treasury Valuation and Analysis (Middle Office) Unit