Mô tả công việc
• 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.
Yêu cầu
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.
Quyền lợi
Đào tạo
Professional training in a Big 4 environment
Máy tính xách tay
Working laptop provided by the company
Thông tin khác
NGÀY ĐĂNG
10/06/2026
CẤP BẬC
Thực tập sinh/Sinh viên
NGÀNH NGHỀ
Công Nghệ Thông Tin/Viễn Thông > Data Engineer/Data Analyst/AI
KỸ NĂNG
Microsoft Excel, Microsoft Word, Python, SQL, Time Management
LĨNH VỰC
Kế toán/Kiểm toán
NGÔN NGỮ TRÌNH BÀY HỒ SƠ
Bất kỳ
SỐ NĂM KINH NGHIỆM TỐI THIỂU
Không hiển thị
QUỐC TỊCH
Không hiển thị
Xem thêm
Thông tin chung
Nơi làm việc
- Capital Place, Tháp 2 Phố Liễu Giai, Ngọc Khánh, Ba Đình, Hanoi, Vietnam
Cách thức ứng tuyển
Ứng viên nộp hồ sơ trực tuyến bằng cách bấm nút Ứng tuyển bên dưới:
Hạn nộp: 10/07/2026
PwC helps organisations and individuals create the value they're looking for. We're a network of firms in 157 countries with more than 208,000 people who are committed to delivering quality in assurance, tax and advisory services.
PwC Vietnam has been commercially present in Vietnam since 1994, with two offices in Ho Chi Minh City and Hanoi. We also have a foreign law company in Vietnam, licensed by the Ministry of Justice, so we can provide a large variety of comprehensive services to clients, ...
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