Intern, FS S&O - Credit Risk Modelling

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 IT risk management frameworks, risk indicator systems, dashboard monitoring solutions and technology advisory for leading financial institutions.

We are currently seeking an Intern based in Ha Noi office with the details of the vacancy below:

Main duties:

• 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.
• 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:

• Final-year undergraduate or recent graduate in Information Technology, Data Science, Computer Science, Information Systems.
• Foundational knowledge of at least one BI/data visualization tool (Tableau/Power BI). Demonstrated ability through coursework, personal projects or competitions is sufficient
• Basic to intermediate SQL proficiency (academic coursework or self-study)
• Proficient in Microsoft Word, Excel, and PowerPoint
• Strong English communication skills
• Detail-oriented with strong organizational skills and a structured approach to work
• Punctual, dependable and committed to full-time availability throughout the internship period
• Proactive learner with a genuine willingness to pick up new tools, concepts and domain knowledge
• Comfortable working both independently and collaboratively in a fast-paced, client-facing project environment

Nice-to-have

• Exposure to IT risk management, IT governance or cybersecurity concepts (academic or self-study)
• Prior internship or project experience in banking, fintech or consulting environments