Financial Risk Management Consultant - Senior Associate
PwC
- กรุงเทพฯ
- งานประจำ
- ฟูลไทม์
- 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
- 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