SR&T Director, Regulatory & Financial Risk

About the Company

Service Line / Portfolios: Risk, Regulatory & Forensic. Location: Bangkok, Thailand. Offering: Regulatory & Financial Risk.

At Deloitte our purpose is to make an impact that matters for our clients, our people, and the communities we serve. We seek talented individuals driven to excel and innovate and are committed to creating positive work experiences that foster a culture of respect and inclusion.

Responsibilities

• Help financial services industry (FSI) clients solve quantitative and modelling issues.
• Build strong relationships with clients, understand business needs and risk profiles, and proactively identify opportunities to deliver value-added solutions.
• Contribute to business development by identifying opportunities, preparing proposals, and presenting solutions to potential clients.
• Lead and mentor a team of financial risk consultants, fostering a collaborative and high-performing environment.
• Conduct assessments of clients' financial risk exposures including market risk, credit risk (portfolio analysis, stress testing), operational risk, and liquidity risk; provide strategic advice on mitigation strategies.
• Oversee development and validation of advanced risk models (credit scoring/rating, PD, LGD, EAD, VaR, ES) and ensure adherence to regulatory standards and industry best practices.
• Ensure clients' financial risk practices comply with evolving regulatory requirements (e.g., Bank of Thailand).
• Provide thought leadership through publications, presentations, and industry insights.
• Communicate closely with senior management and client personnel; assist in proposal development; mentor junior team members; maintain up-to-date knowledge of risk management methodologies and regulatory developments.

Qualifications

• Degree in Statistics, Data Science / AI, Financial Engineering, Financial Economics, Quantitative Finance, or other relevant postgraduate degree.
• At least 12 years proven experience in financial risk management, with strong focus on model development and validation; credit risk experience preferable.
• Deep understanding of regulatory frameworks such as Basel II/III and IFRS 9 ECL requirements.
• Expertise in advanced statistical and quantitative techniques, including machine learning and econometrics.
• Proficiency in relevant software tools and programming languages (e.g., SAS, R, Python, SQL, VBA).
• Strong leadership skills and the ability to manage and motivate teams, excellent communication and presentation skills, and strong analytical and problem-solving abilities.
• Industry experience in banking, insurance, or financial services preferred; relevant certifications (e.g., FRM) and international experience are advantageous.

Additional Information

Onsite role based in Bangkok. Due to volume of applications, only shortlisted candidates will be notified. Please apply via Deloitte's official careers site.