Financial Officer – Treasury Quantitative Modeling

About the role

The Financial Officer will join the Quantitative Modeling and Market Data Research team within the World Bank Treasury Operations. The role focuses on designing and implementing quantitative valuation models for capital‑market transactions, supporting funding activities, structured products and market data configuration.

Key responsibilities

• Design and implement quantitative financial valuation models for bonds, derivatives and other capital‑market instruments.
• Validate and verify models with Finance & Accounting, Model Validation, Risk and Operations units, ensuring accurate pre‑trade and post‑trade analysis.
• Deliver monthly valuations for complex contracts and resolve valuation issues with model validators.
• Contribute to Treasury system enhancements, market data research, curve construction and data sourcing for new markets.

Required profile

• Master’s degree or higher in finance, mathematics, physics, engineering or related quantitative discipline.
• At least 5 years of experience in valuation models, interest‑rate derivatives (including exotics) and financial platform implementation.
• Professional certification such as CFA, FRM or PRM strongly preferred.
• Strong analytical, teamwork and communication skills with high ethical standards.

Required skills

• Python
• VBA
• Matlab
• R