Assistant Manager (Valuation), Audit

You will work with and support the audit professionals as a technical expert in auditing, specifically the valuation of financial instruments, private equity investments and credit modelling for corporate and financial institutions. Working in a dynamic environment, you will accumulate experience and obtain exposure to various industry sectors, through interactions with internal and external clients.

Responsibilities

• Valuation – Assist in the:
  • Review of independent valuation of financial instruments to private equity investments
  • Review of client’s valuation model, and in performing independent verification and validation of the pricing model and underlying assumptions/parameters
  • Performance of sensitivity analysis against various risk factors
  • Documentation of testing results and findings
    
• Credit Modelling – Assist in the:
  • Review of the model validation of credit risk models for IFRS 9 purposes
  • Review of the appropriateness of the incremental borrowing rate for IFRS 16 purposes
  • Review of the appropriateness of the sources of model risk through comprehensive review of all model components and developmental evidence, and in challenging the assumptions and the basis of which the components are being derived
  • Use of data analytics or statistical modelling methodologies in performing validation, and in producing results to be analyzed from statistical as well as business perspective.
  • Documentation of model validation reports and/or presentations

Requirements

• University degree related to finance, accounting, economics, statistical maths or equivalent.
• At least 5 years of relevant experience
• Ability to work in a dynamic and fast paced environment with complex and detailed information.
• Experience and/or demonstrated ability in time management and adaptability to change under pressure
• Strong written and verbal communication skills and relationship building at all levels
• Work effectively as a team member - sharing responsibility, providing support, maintaining communication and updating team members on progress
• Highly motivated, ability to multi-task, work independently under minimum supervision and deliver top-quality results in a fast-paced, dynamic environment
• Excellent analytical and problem-solving skills
• Demonstrate integrity, values, principles, and work ethics within a professional environment
• Good project management skills