About This Role
This role involves tailoring financial risk management solutions for clients in the Asian region, focusing on areas such as credit, operational, market, liquidity, and interest rate risk. It also includes advanced risk-adjusted performance and capital management techniques, ranging from assessing existing capabilities to designing and implementing enhanced risk management frameworks. The position suits a problem solver who can help solve complex business issues from strategy to execution.
Responsibilities
- Tailor solutions to the needs and priorities of clients in the Asian region
- Work with clients in areas of credit, operational, market, liquidity, and interest rate risk, as well as in advanced risk-adjusted performance and capital management techniques
- Assess existing risk management capabilities
- Design and implement enhanced risk management infrastructure and framework, complete with performance measurements and management controls
- Assist clients in establishing robust risk management methodologies, reporting, and decision-making tools to facilitate increased profits, more efficiently allocated capital and reserves, and the development of a stronger management and control culture
- 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
Requirements
- Experience in the current financial regulatory 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 interpersonal 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
Benefits
- Comprehensive benefits designed to support your wellbeing and life outside work
