Industry/Sector Not Applicable
Specialism Risk
Management Level Senior Associate
Job Description & Summary At PwC Consulting Indonesia, we transform the way organization do their business, from strategy to execution. With a team across Southeast Asia, we serve the needs of our clients’ regional markets and support them in building their company of tomorrow. Join our community of solvers -- the PwC Indonesia Consulting team -- and let's make a difference. At PwC, we value your talent, your passion, your whole self.
A career in our Risk and Modelling services focusing in Financial Risk Management works on financial risk model design and development, model validation, testing and other advanced data analytics. In particular, we focus on credit risk, Basel II capital, economic capital, operational risk, and insurance risk models. We also advise clients on various regulatory standards, including IFRS 9, IFRS 17, and the Basel II & III Accord requirements.
About the Role
Perform financial and statistical modeling and analytics for a wide range of client portfolios (financial and non-financial services)
Analyze and interpret quantitative results to understand business impact
Conduct review and analysis of credit risk, Basel II capital, operational, and insurance risk models
Demonstrate good communication skills, including the ability to document reports and presentations for clients
Demonstrate ability to apply judgment, initiative and lateral thinking to problem-solving
Work closely with the engagement teams and managers while understanding individual responsibilities and deliveries
Lead thought leadership groups and research and development activities as appropriate
Supporting Directors and Partners in the development of the Risk Consulting team across SEA
About you
Bachelor’s or Master’s degree in a quantitative discipline (e.g. Mathematical Science, Financial Engineering, Actuarial, Statistics, etc.)
Senior Associate : 4 - 6 years of relevant experience
Experience in Banking or other financial services, includes familiar with its products
Analytical and independent thinker with strong English written and verbal communication skills
Having good understanding on model risk management or governance
For Senior Associate, it’s an added values if having a relevant skill, knowledge, and experience related with (but not limited to):
The current financial regulatory landscape (Basel II/III, IFRS9, etc.)
Quantitative skills and ability to work with large complex datasets
Credit risk modeling experience (PD/LGD/EAD, stress-testing, economic capital, etc.)
Insurance modeling experience (Pricing, Reserving, IFRS17, etc.)
FRM Certification
Have skills and experience using SAS, MATLAB, SPSS, R, Python (or similar statistical analytic tool)
Education (if blank, degree and/or field of study not specified) Degrees/Field of Study required:
Degrees/Field of Study preferred:
Certifications (if blank, certifications not specified)
Required Skills Credit Risk Modeling, Model Risk, Risk Management, Risk Quantification, Statistics
Optional Skills
Desired Languages (If blank, desired languages not specified)
Travel Requirements Up to 40%
Available for Work Visa Sponsorship? No
Government Clearance Required? Yes
Job Posting End Date
PwC