← PwC (Vietnam) Ltd.
Senior Associate - Credit Risk Modelling (Risk Services)
PwC (Vietnam) Ltd. · Hà Nội
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Loại hình
Toàn thời gian
Hình thức
Tại văn phòng
Cấp bậc
Nhân viên
Ngành nghề
Ngành nghề khác
Mức lương
Thương lượng
Địa điểm
Hà Nội, Hà Nội, Hà Nội
Tổng quan
- 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 thorough validation of model performance, including PD, LGD, and EAD models, and carry out portfolio stress testing to assess model robustness against adverse economic conditions.
- Generate, analyse, and standardise portfolio risk and capital reports, including scorecard performance reports and booking profiles. Provide insightful credit risk advice to senior management, regulators, and other key stakeholders.
- Analyse and evaluate product and credit programmes by reviewing and estimating risk parameters, assessing product pricing and structure, and ensuring compliance with regulatory requirements.
- Develop, review, and maintain comprehensive Basel II credit risk-related documentation, policies, and procedures to ensure a robust governance framework.
- Implement Basel/IFRS9 models, manage the scoring and capital computation engines, oversee the analytics datamart, conduct User Acceptance Testing (UAT), and support the overall deployment of models.
- Undertake advanced data analysis and modelling to support business decision-making, leveraging techniques including statistical analysis, machine learning, and predictive modelling.
- Develop and maintain robust dashboard that facilitate timely and accurate insights for stakeholders, enabling data-driven strategies to enhance business performance.
- 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 sessions for team members and stakeholders, ensuring a thorough understanding of models and methodologies, while also engaging in research and development of new models and applications.
Quyền lợi
Chế độ thưởngĐào tạo
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