Risk & Modeling Services - Senior Associate

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.

• 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