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

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 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:

● Bachelor’s degree in information technology or computer science

● Some experience with broader business process re-engineering efforts and principles (Lean, workflow design, etc.)

● Self-driven, curious and a fast-learner, and able to take responsibility for personal growth and development

● Able to demonstrate the ability to research and analyse pertinent client, industry, and technical matters

● Possess strong problem-solving skills and able to prioritise and manage multiple tasks

● Strong interpersonal and stakeholder management skills with ability to coordinate between technical and business teams

● Good English communication skills are mandatory