Risk & Modeling Services - Senior Associate

PwC UK

Bangkok, Thailand
Credit risk modelling
Ifrs 9 model development
Basel ii/iii solutions
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

Job 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.
  • As Senior Associate, you’ll work as part of a team of problem solvers, helping to solve complex business issues from strategy to execution.
  • 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).

Matching 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.

Skills & Requirements

Must-have

  • Credit Risk Modelling
  • IFRS 9 model development
  • Basel II/III solutions
  • PD/LGD/EAD model development
  • Financial instrument valuation
  • Insurance modelling

Nice-to-have

  • Strong inter-personal skills
  • Good communication skills
  • Analytical and independent thinker
  • Learn about other cultures

Key Requirements

  • 3 to 6 years of relevant experience
  • University degree in a quantitative discipline
  • Proficient in Excel and/or other analytics platforms
  • Excellent English and Thai written and verbal communication skills

Work Rights

Not specified

Sponsorship: available

Tailored Resume

Cover Letter