[HN] Công Ty Kiểm Toán Đa Quốc Gia PwC Tuyển Dụng Intern - Credit Risk Modelling (Risk Services, Assurance) 2026

Key Responsibilities:
• Analyse product and credit programmes, including the review / estimation of risk parameters, product pricing, product structure and regulatory requirements
• Conduct training and research and development of new models, methodologies and model applications.
• Undertake advanced data analysis and modeling to support business decision- making, leveraging techniques including statistical analysis, machine learning, and predictive modeling.
• Develop and enhance Probability of Default (PD), Loss Given Default (LGD), and Exposure At Default (EAD) models in accordance with Basel or IFRS 9 standards.
• Generate, analyse and standardise portfolio risk and capital reports, scorecard performance report and booking profile. Perform credit risk advise to senior management, regulators and other key stakeholders
• Stay abreast of emerging technologies, including cloud computing and Generative AI (GenAI), and explore their potential applications within the organization to optimize operations and drive innovation in risk management practices.
• Conduct validation of model performance, Basel II PD, LGD and EAD models, as well as portfolio stress testing
• Implement Basel II models, manage the scoring and capital computation engines and analytics datamart, conduct UAT and support overall deployment of models
• Develop and review Basel/ IFRS9 credit risk related documentation, policies and procedures
Requirements:
• Candidates with IELTS certification or equivalent are preferred.
• Majoring in Finance & Banking, Accounting, Economic Mathematics, Data Analysis, or related fields. Relevant certifications are a plus.
• Good English communication skills are mandatory.
Technical Skills:
• Proficient in SQL programming and basic Python.
• Skilled in Microsoft Word, Excel, and PowerPoint.
Soft Skills:
• Strong presentation and communication skills.
• Effective time management.
• Teamwork and proactive working attitude.
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Cập nhật gần nhất lúc: 2026-02-12 09:35:03