PricewaterhouseCoopers

Job ID: BK-143900 | Location: Bangkok, Thailand
08 October 2019 Print Report Share

PricewaterhouseCoopers

Job ID: BK-143900 | Location: Bangkok, Thailand

Financial Risk Management Consultant

Job Description & Summary

A career within Financial Risk and Regulatory services, will provide you with the opportunity to help business leaders embed a proactive and dynamic risk management capability and mind set into their corporate business practices. From strategy through to implementation, we help put in place people, processes and technology so they can leverage financial risk management to identify new opportunities and pursue success as smoothly, systematically and sustainably as possible in the face of changing markets, technologies and competition.

 

Our FRM team tailors solutions to the needs and priorities of clients in the Asian region. Working with our clients, in the areas of credit, operational, market, liquidity, and interest rate risk, as well as in advanced risk adjusted performance and capital management techniques, our services range from the assessment of existing risk management capabilities, to the design and implementation of an enhanced risk management infrastructure and framework, complete with performance measurements and management controls.

 

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


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.
  • Handling 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.
  • Min. 5 years of experience for Manager level / Min. 2 years of experience for Senior Associate level and Fresh graduate are welcome for Associate level

Preferred skills:

  • 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

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Job Details:

  • Employment Type:

    Full Time, Permanent
  • Job Functions:

  • Company Industry:

    Management Consultancy / Service
  • Location:

    Bangkok, Thailand
  • Salary:

    Salary negotiable

Benefits:
Performance bonus
Flexible working hours
Work from home
Transportation allowance
Life insurance

Building trust, making an impact    Our Services Our Lines of service include Assurance, Tax & Legal, Consulting, and Deals . We help resolve complex issues and identify opportunities across these industries.  PwC offers experienced and comprehensive help for a wide range of business needs, and can help you to work smarter and reach your goals. Have a look at the professional services PwC offers, and let's talk. Our Values PwC values define the expectations we have for working with each other and our clients. Although we come from different backgrounds and cultures across the firm, they are what we have in common. They capture our shared aspirations and expectations, and guide how we make decisions and treat others -- they’re what makes us, us. #PwCValues Act with integrity Make a difference Care Work together Reimagine the possible Diversity We work in a changing world which offers great opportunities for people with diverse backgrounds and experiences. We seek to attract and employ the best people from the widest talent pool, as well as those who reflect the diverse nature of our society. And we aim to encourage a culture where people can be themselves and be valued for their strengths. Creating value through diversity is what makes us strong as a business and as an organization with an increasingly agile workforce, we're open to flexible working arrangements where appropriate. What can you expect from PwC? Your voice will be heard. Your contributions will be valued. Your need for a work-life balance will be respected. Tell us what matters to you and find out more by visiting us at https://www.pwc.com/th Facebook:  PwC Thailand PwC Thailand Office Location 15th Floor, Bangkok City Tower, South Sathorn Road. The closest BTS (Skytrain) station is Chong Nonsi, which is a five minute walk to the office.
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