Risk & Modeling Services Senior Associate

Bangkok - Thailand

Monthly Salary: Not Disclosed

Posted on: 30+ days ago

Vacancies: 1 Vacancy

Job Summary

Line of Service

Advisory

Industry/Sector

Not Applicable

Specialism

Corporate and Business Strategy

Management Level

Senior Associate

Job Description & Summary

Our goal is to assist our clients in establishing robust risk management methodologies reporting and decision-making tools designed to facilitate increased profits more efficiently allocated capital and reserves and the development of a stronger culture of management and control within the organisation as a whole. Our activities typically cover the following areas:

Credit Risk Modelling IFRS 9 model development validation Basel II/III solutions including RWA optimisation scorecard development and PD/LGD/EAD model development
Market Liquidity and Operational Risk calculation of market liquidity and operational risk capital under various regulations assisting with implementation and organisational review
Risk management advice: reviewing the current risk management framework and designing/implementing a prioritised plan to facilitate any required improvements
Complex financial instrument valuation: assisting you in financial instrument valuation in order to evaluate its fair valuation in order to evaluate its fair value
Insurance modelling: developing and validating risk management models for insurers including liability

As Senior Associate youll work as part of a team of problem solvers helping to solve complex business issues from strategy to execution. PwC Professional skills and responsibilities for this management level include but are not limited to:

Conduct financial risk models design and development model validation and testing and other advanced data analytics on a wide range of client portfolios (financial and non-financial services)
Develop and apply credit risk methodologies including IFRS 9 and Basel II/III PD/LGD/EAD models etc.
Analyse and interpret quantitative results to understand business impact.
Handle and manage work streams build relationships and manage clients during the implementation of projects.
Communicate confidently in a clear concise and articulate manner - verbally and in written form.
Seek opportunities to learn about other cultures and other parts of the business across the Network of PwC firms.
Uphold the firms code of ethics and business conduct.

Preferred skills

Experience in current financial regular landscape will be an advantage (Basel II/III IFRS 9 etc.)
Proficient in Excel and/or other analytics platforms (e.g. SAS SQL R Python Excel VBA)
Excellent English and Thai written and verbal communication skills
Demonstrate strong inter-personal skills and good communication skills including the ability to document reports and conduct presentations for clients and key stakeholders
University degree in a quantitative discipline (e.g. Mathematical Science Financial Engineering Actuarial Statistics etc.)
Analytical and independent thinker with strong English and Thai written and verbal communication skills
Between 3 and 6 years of relevant experience

If you have any questions please feel free to contact Panya Human Resources Team on

We thank all applicants. Please note that only short-listed candidates will be contacted for interviews.

Education (if blank degree and/or field of study not specified)

Degrees/Field of Study required:

Degrees/Field of Study preferred:

Certifications (if blank certifications not specified)

Required Skills

Optional Skills

Accepting Feedback Accepting Feedback Active Listening Analytical Thinking Communication Creativity Credit Risk Assessment Credit Risk Management Credit Risk Mitigation Credit Risk Model Development Credit Risk Modeling Credit Risk Monitoring Data Analysis Embracing Change Emotional Regulation Empathy Financial Audit Financial Budgeting Financial Data Mining Financial Forecasting Financial Management Financial Market Financial Modeling Financial Planning Financial Research 13 more

Desired Languages (If blank desired languages not specified)

Travel Requirements

Not Specified

Available for Work Visa Sponsorship

Yes

Government Clearance Required

Job Posting End Date

Required Experience:

Senior IC

Line of ServiceAdvisoryIndustry/SectorNot ApplicableSpecialismCorporate and Business StrategyManagement LevelSenior AssociateJob Description & SummaryOur goal is to assist our clients in establishing robust risk management methodologies reporting and decision-making tools designed to facilitate incr...