SR&T Director, Regulatory & Financial Risk - TH

What you will do

In this role you will help financial services industry (FSI) clients to solve their quantitative and modelling issues.

• Client Engagement: Build strong relationships with clients, understanding their unique business needs and risk profiles. Proactively identify opportunities to deliver value-added solutions.
• Business Development: Contribute to business development efforts by identifying new opportunities, preparing proposals, and presenting solutions to potential clients.
• Team Leadership: Lead and mentor a team of financial risk consultants, fostering a collaborative and high-performing environment.
• Risk Assessment and Advisory: Conduct assessments of clients' financial risk exposures, including market risk, credit risk including risk exposures, portfolios analysis, and stress testing, operational risk, as well as liquidity risk. Provide strategic advice on risk mitigation strategies.
• Model Development and Validation: Oversee the development and validation of advanced risk models, such as credit scoring/rating, PD, LGD, and EAD models for credit risk, VaR, and ES ect. Ensure adherence to regulatory standards and industry best practices.
• Regulatory Compliance: Stay abreast of evolving regulatory requirements and ensure that clients' financial risk practices are compliant with applicable regulations i.e. Bank of Thailand.
• Thought Leadership: Stay updated on industry trends and emerging risks. Share insights through publications, presentations, and thought leadership initiatives.

You will be expected to communicate closely with senior management and client personnel; assist in proposal development; mentor and develop junior team members; and maintain up-to-date knowledge of financial risk management methodologies, current corporate governance and regulatory developments/requirements, both locally and internationally.

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, Directors across our Firm are expected to:

• Actively seek out developmental opportunities for growth, act as strong brand ambassadors for the firm as well as share their knowledge and experience with others.
• Respect the needs of their colleagues and build up cooperative relationships.
• Understand the goals of our internal and external stakeholder to set personal priorities as well as align their teams’ work to achieve the objectives.
• Constantly challenge themselves, collaborate with others to deliver on tasks and take accountability for the results.
• Build productive relationships and communicate effectively in order to positively influence teams and other stakeholders.
• Offer insights based on a solid understanding of what makes Deloitte successful.
• Project integrity and confidence while motivating others through team collaboration as well as recognising individual strengths, differences, and contributions.
• Understand disruptive trends and promote potential opportunities for improvement.

You are someone with:

• Solid academic background with a Degree in Statistics, Data Science / AI, Financial Engineering, Financial Economics, Quantitative Finance, or other relevant post graduate degree.
• At least 12 years proven experience in financial risk management, with a strong focus on model development and validation with 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.
• Strong leadership skills and the ability to manage and motivate teams.
• Excellent communication and presentation skills.
• Strong analytical and problem-solving abilities.
• Proficiency in relevant software tools and programming languages (e.g., SAS, R, Python, SQL, VBA).
• Industry Experience: Experience in the banking, insurance, or financial services industry is preferred.
• Certifications: Relevant certifications (e.g., FRM) are advantageous.
• International Experience: Experience working with clients in multiple jurisdictions is a plus.