INTERNSHIP DETAILS

Intern, FS S&O - Credit Risk Modelling

CompanyPwC
LocationHà Nội
Work ModeOn Site
PostedSeptember 14, 2026
Internship Information
Core Responsibilities
The intern will develop and validate credit risk models such as PD, LGD, and EAD in accordance with Basel and IFRS 9 standards. They will also perform advanced data analysis to support business decision-making and generate portfolio risk reports for senior management.
Internship Type
full time
Company Size
297908
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

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

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

Not Specified

Available for Work Visa Sponsorship?

No

Government Clearance Required?

No

Job Posting End Date

November 13, 2026

Key Skills
Credit Risk ModellingData AnalysisSQLTableauPower BIStatistical AnalysisMachine LearningPredictive ModellingBasel StandardsIFRS 9Risk ManagementFinancial ReportingData VisualizationCommunicationMicrosoft Office
Categories
Finance & AccountingData & AnalyticsConsultingTechnologySoftware