Prof. Dr. Jeffrey C.K. Lim

PI ETA Consulting Co. is a Treasury & Financial Risk Management solutions provider – it is a “one-stop shop” for regional corporations and financial institutions seeking Treasury and Enterprise Risk Management solutions, from Consulting/Advisory services to Training as well as Treasury and Risk Management systems and platforms.

In recognition of Jeff’s expertise and experience in the field of Treasury and Financial Risk Management, the University of New South Wales Asia appointed Jeff to be its first Adjunct Professor with the university’s Division of Business and Humanities.

 As Director of Structured Products, was responsible for developing and providing structured derivative product solutions for clients’ hedging and investment needs.  Also responsible for the marketing of such products to regional corporations, institutional and private clients of the Bank.

 As Head of Currency Structured Products, was responsible for the development and structuring of currency structured derivative products as hedging and investment solutions for corporations and institutional clients in the region.

 Part of the European swaps desk, was responsible for providing technical modeling expertise.  Was also responsible for building up the exotic option models library and for the development of the Interest Rate Yield Curves used by the trading team.

 Worked on original research pertaining to arbitrage opportunities occurring in the mis-pricing of Financial Options and the development of trading strategies to realize such arbitrage.  Doctoral Dissertation: “Multi-period Mean-Variance Option Portfolio Strategies”.  Supervisor – Profess