Risk & Modeling Services - Senior Associate

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, you’ll 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 firm’s 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 [email protected]

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?

No

Job Posting End Date