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Junior - Treasury/ Market Risk Consultant (Financial Services)

Job Description

KPMG Thailand’s Financial Risk Management (FRM) banking advisory team advises clients on the development and implementation of risk management policies, systems and controls. The scope of the work covers the full panoply of financial risks, such as credit risk, market risk, operational risk and liquidity risk; economic capital, capital management, stress testing, risk modeling and validation; and the prevention of money laundering and terrorist financing and regulatory compliance issues.

We are looking for experienced consultants to join our growing and talented team.

Responsibilities

Financial derivatives

  • 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.

Hedge accounting under TFRS9

  • 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

Supervisory tasks

  • 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

Qualifications and Skills

  • Master’s in accounting, Finance, and Engineering
  • 1 - 2 years of working experience in Treasury-related field (Treasury product development, Market risk) will be a plus
  • 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 VBA knowledge
  • Good command of both written and spoken English

Apply

We offer the successful candidate an attractive remuneration package and the opportunity to work in a dynamic and exciting environment.

To apply please send your CV stating your current and expected salary to kulthiday@kpmg.co.th
or Tel: 02-677-2000 ext.2048