Treasury Risk Specialist
2 weeks ago
Overview:
The World Bank Group is seeking a highly skilled Treasury Risk Specialist to join its Corporate & Portfolio Risk Management Department. This exciting opportunity involves supporting the implementation of a new treasury platform with a focus on credit risk functionalities.
Job Summary:
This role will entail performing fundamental credit analysis of banks, sovereigns, and other financial institutions to identify risks and mitigants. The successful candidate will contribute to ongoing credit reporting, market surveillance, and risk evaluation, utilizing various analytical tools to measure credit risk.
About the Role:
The ideal candidate will have at least 3 years of experience in credit risk analysis and structured products, preferably within an investment bank or rating agency. Financial modeling skills and proficiency in financial and business intelligence software such as Bloomberg are highly desirable.
Key Responsibilities:
- Perform fundamental credit analysis of banks, sovereigns, and other financial institutions to identify risks and mitigants.
- Contribute to ongoing credit reporting, including quarterly Watchlist and Radar Reports, Counterparty Handbook, etc.
- Contribute to ongoing market surveillance to identify, measure, and evaluate credit risks; proactively identify emerging regulatory/policy changes and assess their implications for counterparty risk.
- Utilize various analytical tools to measure credit risk, including fundamental models, credit models, market signals, and implied ratings.
- Present credit risk analyses and actively participate in CRMCC's Credit Committees.
- Familiarize with CRMCC's risk policies, investment guidelines, systems, and databases. Update CRMCC systems to reflect appropriate credit limits.
- Be involved in ad hoc projects of high importance to CRMCC.
Requirements:
- Bachelor's or Master's degree in finance, economics, statistics, or mathematics.
- At least 3 years of experience in credit risk analysis and analysis of structured products.
- Experience in finance, fixed income, derivatives, structured products, and/or financial modeling within an investment bank, rating agency, or other financial institution.
- Financial modeling skills are desirable.
- Prior experience in financial and business intelligence software such as Bloomberg. Prior experience in working with Credit Rating Agencies is a plus.
About the World Bank Group:
We are proud to be an equal opportunity and inclusive employer with a dedicated and committed workforce, and do not discriminate based on gender, gender identity, religion, race, ethnicity, sexual orientation, or disability.
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