KPMG Phoomchai Audit Ltd.

Junior Treasury/Market Risk Consultant (Financial Services Advisory)

KPMG Phoomchai Audit Ltd.
Salary provided
Posted on 14 Apr 2021

Junior Treasury/Market Risk Consultant (Financial Services Advisory)

KPMG Phoomchai Audit Ltd.

Job Highlights

  • Analyze financial derivatives products,TFRS9,13
  • Knowledge of IBOR transition, Hedge accounting

Job Description

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.

Job Description:

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 - 3 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

Additional Information

Career Level
Entry Level
Years of Experience
1 year
Job Type
Full Time, Permanent
Company Website

Company Overview

KPMG is a global network of professional firms providing Audit, Tax, and Advisory services. We operate in 156 countries and have more than 155,000 professionals in all member firms around the world.

Joining KPMG Thailand is an opportunity to become a member of a leading international firm where your personal and professional development is taken seriously.

We have a wide range of clients and projects and so your work will always be varied and interesting. The changes in business environment provide new challenges and at KPMG, we work together as a team to offer the appropriate approaches to these challenges for our clients.

We are now looking for high performing people in all levels from various backgrounds as we offer exceptional career opportunities across Audit, Tax, Advisory, and support functions.

Additional Company Information

Accounting / Audit / Tax Services
Benefits & Others
Dental insurance, Five-day work week, Flexible working hours, Life insurance, Medical insurance, Performance bonus