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About this position

The Market Risk Consultant will be responsible for providing advisory services to implement risk frameworks and systems for financial institutions and corporates. They will also analyze financial derivatives, digital assets, hedge accounting under TFRS9, and perform supervisory tasks.

Responsibilities

• To assist a team in providing advisory services to implement risk framework and system for financial institutions and corporates.
• To leverage data science skills together with understanding in modelling techniques to support clients in optimizing data and conduct analysis that provides insights to clients to better assist in their decision-making, development, and business continuation.
• Project management, planning, conception, and implementation of a suitable related treasury and risk management system.
• Analyze product features and able to do fair valuation of various derivative products (FX Forward, IRS, CCS, Option, and exotic/complex derivatives) in accordance with TFRS13 requirements.
• Analyze risk associated to derivative products, and how market data changes affect the derivatives.
• Have knowledge of IBOR transition and its impacts to derivative fair valuation for corporate clients and banks, including newly introduction Risk Free Rates (RFRs), e.g. SOFR, ESTR, SONIA, TONAR, THOR.
• Independent analysis of the market potential of new asset classes such as alternative investments or crypto assets as well as development of valuation and accounting practice to our customers with a team.
• Analyze risk associated to digital asset, and how market changes affect the digital asset.
• Management of programs to implement regulatory requirements at our customers.
• Perform Hedge accounting activities in according to TFRS9, e.g. Hedge designation, Hedge effectiveness testing, Hedge effectiveness/ineffectiveness portions analysis, Hedge documentation.
• Generate accounting entries as a consequence of Hedge accounting activities.
• Able to conduct and lead training/meeting session to explain complex Hedge accounting concept to clients.
• Any other related and ad-hoc assignment as assigned.
• Able to coach and lead small team to achieve assigned tasks.
• Able to perform multi-project, and possess time management to meet tight deadline.
• Able to generate report and presentation to supervisor/clients.
• Able to build and maintain good relationship with clients.

Requirements

• Master’s in Finance, Engineering and Accounting.
• Holding of Financial Risk Management (“FRM”) certificate or Chartered Financial Analyst (“CFA”) certificate is a plus.
• Ability to multi-task, work under pressure, and meet tight deadline.
• Proficient in using Bloomberg terminal and having basic excel VBA knowledge.
• Programming experience in PYTHON, SQL, VBA, C, C++, R, MATLAB, PowerBI.

Benefits