Intern - Credit Risk Consulting

We help clients meet the increasing demands of regulators, shareholders and other stakeholders to ensure robust and reliable approaches to governance, risk management and compliance with regulations. We provide a full suite of governance, risk management and compliance services covering the assessment, design and implementation of governance, risk management, compliance and internal control frameworks, performing board effectiveness assessments, risk assessments, development of risk appetite, tolerances and early warning systems to internal audit department evaluations and set-up and outsource internal audits.We are currently seeking for Intern based in Ha Noi office with the details of the vacancy below:Key Responsibilities: 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 testingGenerate, 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 stakeholdersAnalyse product and credit programmes, including the review / estimation of risk parameters, product pricing, product structure and regulatory requirementsDevelop and review Basel/ IFRS9 credit risk related documentation, policies and proceduresImplement Basel II models, manage the scoring and capital computation engines and analytics datamart, conduct UAT and support overall deployment of modelsUndertake 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:Preference given to students studying abroad or students from international universities within Vietnam.Also consider top universities such as Foreign Trade University, National Economics University, and Hanoi National University of Economics.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.