Risk & Modeling Services - Senior Associate

PwC · Bangkok, Bangkok, Thailand

Location

Bangkok

Job Type

Full-time

Posted

June 03, 2026

Job Description

Description
 & SummaryOur 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 finan...
        

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