Responsibilities
- Perform financial, statistical modelling and data analytics (ranging from traditional to more advanced technics) 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 risk based pricing, Basel II/Solvency II, credit risk, operational risk, market risk or insurance/actuarial risk models
- Demonstrate good communication skills, including the ability to document reports and presentations for clients
- Demonstrate ability to apply judgment, initiative and lateral thought to problem-solving deliveries
- Work closely with the engagement team and manager while understanding individual responsibilities and
- Lead thought leadership groups and research and development activities as appropriate
- Supporting Directors and Partners in the development of the Risk Consulting team across S.E.A.
Experience with and/or knowledge of the following is preferred
- The current financial regulatory landscape (Basel II/III, IFRS9, IFRS17, etc.)
- Quantitative skills and ability to work with large complex datasets
- Risk modelling experience (PD/LGD/EAD, stress-testing, economic capital, etc.)
- Insurance Actuarial Modelling (Valuation, Reserving, Pricing)
- SAS, MATLAB, SPSS, R (or similar statistical analytic tool)
Qualifications & Skills
- University degree in a quantitative discipline (e.g. Mathematical Science, Financial Engineering, Actuarial, Statistics etc.)
- Analytical and independent thinker with strong English written and verbal communication skills
- Between 7 to 10 years of relevant experience
- Willingness to travel around the region for an extended period.
