Ayrton Monteiro, CFA, FRM

Experience

• 

  KPMG Brasil

  Sept 2010 - now

  • Large-scale pricing of financial instruments (MtM and Amortized Cost).• Experience with fixed income instruments, structured operations, and derivatives (options, swaps, and forwards, including FX and commodities).• Review of financial models using discounted cash flow, multiples, and OPM (Option Price Model).• Measurement of earnout agreements in M&A transactions.• Evaluation of market risk measurement models (VaR and Sensitivity Analysis).• Review of hedge accounting structures.• Recalculation of investment fund results and classification.• Review of the accounting impacts of financial instruments in the disclosure of financial statements (BRGAAP and IFRS).• Assessment of stock options plans.• Development of automated solutions to increase efficiency and reduce hours spent on audit procedures.• Instructor of training courses related to financial instruments at KPMG. Show less

  • Senior Manager | FIS (Financial Instruments Specialists)

    Oct 2019 - now

  • Manager | FIS (Financial Instruments Specialists)

    Oct 2017 - Sept 2019

  • Supervising Senior | FIS (Financial Instruments Specialists)

    Oct 2015 - Sept 2017

  • Senior | FIS (Financial Instruments Specialists)

    Oct 2012 - Sept 2015

  • Assistant | FIS (Financial Instruments Specialists)

    Oct 2011 - Sept 2012

  • Audit Trainee | Financial Services

    Sept 2010 - Sept 2011