Risk & Modeling Services - Senior Associate

PwC PricewaterhouseCoopers GmbH

Credit risk model development
Ifrs 9 basel ii/iii compliance
Pd/lgd/ead modeling
The role focuses on assisting clients in establishing robust risk management methodologies to facilitate increased profits and efficient capital allocation

Job Summary

  • The role focuses on assisting clients in establishing robust risk management methodologies to facilitate increased profits and efficient capital allocation.
  • Senior Associates will conduct financial risk model design, validation, testing, and advanced data analytics across diverse client portfolios.
  • Candidates are expected to handle work streams, manage client relationships during project implementation, and communicate complex quantitative results clearly.

Matching Summary

The role focuses on assisting clients in establishing robust risk management methodologies to facilitate increased profits and efficient capital allocation.

Skills & Requirements

Must-have

  • Credit Risk Model Development
  • IFRS 9 Basel II/III Compliance
  • PD/LGD/EAD Modeling
  • Model Validation and Testing
  • Quantitative Data Analysis

Nice-to-have

  • Strong Interpersonal Skills
  • Cross-Cultural Learning
  • Client Relationship Management
  • Ethical Business Conduct
  • Advanced Analytics Platforms

Key Requirements

  • 3 to 6 years relevant experience
  • University degree in quantitative discipline
  • Proficiency in Excel SAS SQL R Python VBA
  • Excellent English and Thai communication skills

Work Rights

Not specified

Sponsorship: available

Tailored Resume

Cover Letter