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Manager - Financial Risk (Quantitative Risk/ Modeler)

Date:  12 Jul 2024
Service Line / Portfolios:  Regulatory & Legal Support
Location: 

Bangkok, TH

Are you ready to unleash your potential?

At Deloitte, our purpose is to make an impact that matters for our clients, our people, and the communities we serve.

We believe we have a responsibility to be a force for good, and WorldImpact is our portfolio of initiatives focused on making a tangible impact on society’s biggest challenges and creating a better future. We strive to advise clients on how to deliver purpose-led growth and embed more equitable, inclusive as well as sustainable business practices.

Hence, we seek talented individuals driven to excel and innovate, working together to achieve our shared goals.

We are committed to creating positive work experiences that foster a culture of respect and inclusion, where diverse perspectives are celebrated, and everyone is recognised for their contributions.

Ready to unleash your potential with us? Join the winning team now!

Work you’ll do

 

Projects will cover the following service areas:

 

  • Credit management process, including qualitative review on policies and procedures.
  • Risk management model development, maintenance, and validation including PD/LGD models, credit risk rating and scoring models by using statistical methodologies and tools such as SAS, Python, SQL queries
  • Occasionally support our audit team to review quantitative models (especially PD/LGD models) developed differently for multiple industries such as banking, securities, consumer finance, personal finance, leasing, manufacturing, or conglomerates and provide essential comments on observations and findings to the client.
  • Deliver qualitative and quantitative technical advices to the client.
  • Market risk governance, including financial instrument (both plain vanilla and derivative) valuation
  • Treasury management policies and procedures review
  • Financial services regulatory and compliance services.
  • Leverage technical capability to develop computational tools either for in-house uses or client services according to business requirements.
  • Conduct quantitative analysis in the area of credit/market risk using either traditional approaches or advanced analytical processes such as machine learning.
  • Business development initiatives.



Your role as a leader

At Deloitte, we believe in the importance of empowering our people to be leaders at all levels. We connect our purpose and shared values to identify issues as well as to make an impact that matters to our clients, people and the communities. Additionally, Managers across our Firm are expected to:

 

  • Develop diverse, high-performing people and teams through new and meaningful development opportunities.
  • Collaborate effectively to build productive relationships and networks.
  • Understand and lead the execution of key objectives and priorities for internal as well as external stakeholders.
  • Align your team to key objectives as well as set clear priorities and direction.
  • Make informed decisions that positively impact the sustainable financial performance and enhance the quality of outcomes.
  • Influence stakeholders, teams, and individuals positively – leading by example and providing equal opportunities for our people to grow, develop and succeed.
  • Lead with integrity and make a strong positive impact by energising others, valuing individual differences, recognising contributions, and inspiring self-belief.
  • Deliver superior value and high-quality results to stakeholders while driving high performance from people across Deloitte.
  • Apply their understanding of disruptive trends and competitor activity to recommend changes, in line with leading practices.


Requirements

 

 

  • Bachelor's degree or higher in a relevant discipline (e.g., data sciences, financial engineering, technical statistics, economics, mathematics, or accounting) from an approved college or university. 
  • Minimum of 7-12 years of experience in related to above services, Credit Risk Model (Development/Validation), Credit Scoring, Scorecard, Data Scientist, IFRS 9, Machine Learning, Data Engineer, Data Analyst, and Big Data Analytics, preferably from a professional service business or financial service industry. 
  • Proven track record of driving business development initiatives, including proposal preparation, pitching, and client onboarding. 
  • Demonstrates strong client service abilities, effective communication, and teamwork. Proficiency in English (spoken and written) and Thai. 
  • Have managed teams with at least 3 members. 
  • For males, a Certificate of Military Exemption is required.

 


Due to volume of applications, we regret only shortlisted candidates will be notified. Candidates will only be contacted by authorised Deloitte Recruiters via firm’s business contact number or business email address.

 

Requisition ID:  104129

In Thailand, the services are provided by Deloitte Touche Tohmatsu Jaiyos Co., Ltd. and other related entities in Thailand ("Deloitte in Thailand"), which are affiliates of Deloitte Southeast Asia Ltd. Deloitte Southeast Asia Ltd is a member firm of Deloitte Touche Tohmatsu Limited. Deloitte in Thailand, which is within the Deloitte Network, is the entity that is providing this Website.

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