Derian Atmadja (derianatmadja)

Hi, my name is Derian Atmadja, please find my work experience below:

Ernst & Young Indonesia - Senior Associate 2 (EY)                                                    Sep 2017 - Present

·         Perform collective impairment assessment, including probability of default (PD), loss given default (LGD), exposure at default (EAD) calculations in compliance with PSAK 55 standards.

·         Perform analysis and valuation on derivative transactions, which include options, futures, interest rate swaps, cross currency interest rate swaps, and forwards.

·         Perform loan valuations using the effective interest rate (EIR) methodology involving transaction cost amortization.

·         Use SAS programming language to develop credit risk model (PD, LGD, EAD) implementation in compliance with PSAK 71 standards.

·         Perform collective impairment implementation validation in compliance with PSAK 71 standards for the assurance team.

 

Clients:

·         Clients consist of public and private financial institutions, manufacturers of consumer goods and energy providers.

·         Clients include 3 Indonesian major banks, one Australia major bank and several domestic multifinance firms engaging in commodities, energy and retail.