• 2.1.6 Specialist examination competencies – Treasury, risk and models


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    Description of role

    Responsible for examining market risks and models and ensuring production of comprehensive, timely, accurate and well-formatted reports.     

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    Core technical skills

    • Knowledge of financial markets, treasury activities and products
    • Knowledge of factors impacting risk, pricing and valuation of products
    • Knowledge of risk management, capital management and liquidity management standards, principles and regulations
    • Knowledge of tools, processes, systems and relevant methodologies for measurement of risks and for valuation
    • Knowledge of accounting implications of various treasury products
    • Ability to understand complex financial instruments and their features
    • Knowledge of complex credit risk models, market risk models, valuations, etc.
    • Knowledge of BCBS standards including Basel III
    • Knowledge of asset liability management (ALM) tools and systems
    • Knowledge of model validation standards and techniques
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    Qualification and/ or certification

    • QFSQF Level 4
    • CPA / CFA / FRM or equivalent qualifications would be useful
    • Relevant experience