At PwC, our people in risk and compliance focus on maintaining regulatory compliance and managing risks for clients, providing advice, and solutions. They help organisations navigate complex regulatory landscapes and enhance their internal controls to mitigate risks effectively.
In regulatory risk compliance at PwC, you will focus on confirming adherence to regulatory requirements and mitigating risks for clients. You will provide guidance on compliance strategies and help clients navigate complex regulatory landscapes.
We are currently seeking an Intern based in Ha Noi office with the details of the vacancy below:
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.
Conduct validation of model performance, Basel II PD, LGD and EAD models, as well as portfolio stress testing.
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.
Analyse product and credit programmes, including the review / estimation of risk parameters, product pricing, product structure and regulatory requirements.
Develop and review Basel/ IFRS9 credit risk related documentation, policies and procedures.
Implement Basel II models, manage the scoring and capital computation engines and analytics datamart, conduct UAT and support overall deployment of models.
Undertake advanced data analysis and modeling to support business decision-making, leveraging techniques including statistical analysis, machine learning, and predictive modeling.
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 training and research and development of new models, methodologies and model applications.
Requirements:
Education:
Major: Majoring in Finance & Banking, Accounting, Economic Mathematics, Data Analysis, or related fields. Relevant certifications are a plus.
Language Skills:
Good English communication skills are mandatory.
Candidates with IELTS certification or equivalent are preferred.
Technical Skills:
Proficient in SQL programming and basic Python.
Skilled in Microsoft Word, Excel, and PowerPoint.
Soft Skills:
Effective time management.
Strong presentation and communication skills.
Teamwork and proactive working attitude.
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