INTERNSHIP DETAILS

Intern, FS S&O - Risk Assurance Services

CompanyPwC
LocationHà Nội
Work ModeOn Site
PostedFebruary 6, 2026
Internship Information
Core Responsibilities
The intern will develop and enhance credit risk models and conduct validation of model performance. They will also analyze product and credit programs and generate risk reports.
Internship Type
full time
Company Size
295143
Visa Sponsorship
No
Language
English
Working Hours
40 hours
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About The Company
At PwC, we help clients drive their companies to the leading edge. We’re a tech-forward, people-empowered network with more than 370,000 people in 149 countries. Across audit and assurance, tax and legal, deals and consulting we help build, accelerate and sustain momentum. Find out more at www.pwc.com. PwC: Audit and assurance, consulting and tax services PwC refers to the PwC network and/or one or more of its member firms, each of which is a separate legal entity. Content on this page has been prepared for general information only and is not intended to be relied upon as accounting, tax or professional advice. Please reach out to your advisors for specific advice.
About the Role

Line of Service

Assurance

Industry/Sector

Not Applicable

Specialism

Corporate and Business Strategy

Management Level

Intern/Trainee

Job Description & Summary

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 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:

• Majoring in Finance & Banking, Accounting, Economic Mathematics, Data Analysis, or related fields. Relevant certifications are a plus.

• 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.

Education (if blank, degree and/or field of study not specified)

Degrees/Field of Study required:

Degrees/Field of Study preferred:

Certifications (if blank, certifications not specified)

Required Skills

Optional Skills

Accepting Feedback, Accepting Feedback, Active Listening, Anti-Bribery, Anti-Money Laundering Compliance, Business Ethics, Code of Ethics, Communication, Compliance and Governance, Compliance and Standards, Compliance Auditing, Compliance Frameworks, Compliance Program Implementation, Compliance Reporting, Compliance Review, Compliance Risk Assessment, Compliance Training, Controls Compliance, Cybersecurity Risk Management, Data Analysis and Interpretation, Data Protection Management (DPM), Disability Support, Emotional Regulation, Empathy, Ethics Training {+ 25 more}

Desired Languages (If blank, desired languages not specified)

Travel Requirements

Available for Work Visa Sponsorship?

Government Clearance Required?

Job Posting End Date

February 23, 2026

Key Skills
Probability Of DefaultLoss Given DefaultExposure At DefaultBasel StandardsIFRS 9Model ValidationData AnalysisStatistical AnalysisMachine LearningPredictive ModelingSQL ProgrammingPythonMicrosoft WordMicrosoft ExcelMicrosoft PowerPointCommunication Skills
Categories
Finance & AccountingData & AnalyticsConsulting