Risk & Modeling Services - Senior Associate
Core
Designing and validating financial risk models (credit, market, liquidity, operational) and developing reporting tools to help clients optimize capital, reserves, and risk management frameworks.
Role type
Senior Associate, Risk & Modeling Services (Advisory)
Builds
Risk management models, regulatory capital calculations, and decision-making tools for financial institutions.
Domain
Financial Services / Risk Management / Regulatory Compliance
Deliverable
production ML models | dashboards & analysis
Required skills
Credit risk modeling (IFRS 9, Basel II/III), quantitative analysis, financial instrument valuation, insurance modeling, data analytics (Excel, SQL, R, Python, SAS), project management
Preferred skills
Experience with Basel II/III and IFRS 9 regulatory landscapes, proficiency in advanced analytics platforms (SAS, SQL, R, Python, Excel VBA), strong English and Thai communication skills
Technologies
SAS, SQL, R, Python, Excel VBA
Responsibilities
Conduct financial risk model design, development, validation, and testing; develop credit risk methodologies (PD/LGD/EAD); analyze quantitative results to assess business impact; manage work streams and client relationships during project implementation
Seniority
Senior, hands-on IC with mentorship potential