Senior Associate – Risk & Modeling Services

About the role

PwC’s Risk & Modeling Services team in Bangkok is looking for a Senior Associate to help clients build robust risk management frameworks, develop and validate credit risk models, and support regulatory capital calculations.

Key responsibilities

• Design, develop and validate financial risk models, including IFRS 9, Basel II/III PD/LGD/EAD models and scorecards.
• Perform advanced data‑analytics, model testing and quantitative analysis for client portfolios.
• Calculate market, liquidity and operational risk capital under various regulations and assist with implementation.
• Provide risk‑management advisory, review existing frameworks and propose improvement plans.
• Manage work streams, build client relationships and deliver project deliverables on time.

Required profile

• University degree in a quantitative discipline such as Mathematics, Financial Engineering, Actuarial Science or Statistics.
• Experience with the current financial regulatory landscape (e.g., Basel II/III, IFRS 9) is an advantage.
• Strong analytical and independent thinking abilities.
• Excellent written and verbal communication skills in English and Thai.

Required skills

• Advanced Excel (including VBA).
• Proficiency with analytics platforms such as SAS, SQL, R or Python.

What we offer

• Opportunity to work on complex risk‑management projects for leading organisations.
• Exposure to a global network of PwC professionals.
• Professional development and learning across cultures.