Intern - Credit Risk Consulting

• 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.