Job summary
The World Bank Group is seeking a Risk Officer to join the Market & Counterparty Risk Directorate in Washington, D.C.The role involves quantitative risk model development and management.The position reports directly to Andrea Foresti.
Job seniority: mid-to-senior level
Responsibilities
• Contribute to the development and implementation of quantitative risk models and tools.• Perform diagnostic and analytical tasks to support model development and validation.• Manage data ingestion, transformation, and storage processes, ensuring data quality and integrity.• Produce high-quality technical documentation and manuals to support model development and implementation.• Collaborate with other teams in the execution of projects and daily activities.• Deliver presentations to both internal and external audiences, clearly communicating complex technical concepts.• Stay current with the latest developments in quantitative modelling techniques, identifying opportunities to improve existing models and tools.
Requirements
• Master's degree (preferably in Computer Science/Finance) with 5 years of relevant experience or equivalent combination of education and experience.• Excellent proficiency in C#, SQL, and Python.• Experience with numerical computing and associated libraries (BLAS/LAPACK, Math.NET Numerics, Numpy/Scipy, Pandas/Polars, Scikit-learn,...).• Familiarity with statistical techniques and machine learning.• Proficiency with Numerix products (especially CrossAsset and Oneview) is highly desirable.• Experience with cross-platform development is highly desirable.• An existing public portfolio (git repo, website,...) is highly desirable.• Experience with the visual display of quantitative information and data visualization/business intelligence tools is highly desirable.• Basic understanding of financial concepts.• Familiarity with other programming languages (F#, Javascript/Typescript, Rust, Java).
Key Skills Needed
• Proficiency in C#, SQL, and Python• Numerical computing and associated libraries• Statistical techniques and machine learning• Proficiency with Numerix products• Cross-platform development• Data visualization and business intelligence tools• Basic understanding of financial concepts• Familiarity with other programming languages
Benefits
• Comprehensive benefits, including retirement plan, medical, life and disability insurance, and paid leave• Reasonable accommodations for individuals with disabilities