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Risk & Modeling Services - Senior Associate

PwC
Full-time Bangkok, Bangkok Financial Specialists
Posted:
March 01, 2026
Location:
Bangkok, Bangkok, Thailand

Job Description

Description

& Summary

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 finan...

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    Job Overview

    Job Type: Full-time
    Location: Bangkok, Thailand
    Posted: March 01, 2026
    Deadline: April 10, 2026