PwC

PwC

Posted via Workday

Intern, FS S&O - Credit Risk Modelling

Apply by Nov 13, 2026

Posted Sep 14, 2026

Role at a glance

Job function
AI & Data Data Science
Salary
Not Disclosed
Location
Hanoi
Work arrangement
On-site
Employment
Internship
Experience
Final-year undergraduate or recent graduate
Education
Final-year undergraduate or recent graduate in Information Technology, Data Science, Computer Science, Information Systems
Visa support
Available for Work Visa Sponsorship? No

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Role Summary

AI-generated

This internship supports governance, risk management and compliance services for leading financial institutions. The role focuses on credit risk modeling, portfolio analysis, reporting, and the use of data and emerging technologies to support risk management and business decision-making.

What You'll Do

  • Develop and enhance Probability of Default, Loss Given Default, and Exposure At Default models in accordance with Basel or IFRS 9 standards
  • Conduct model performance validation and portfolio stress testing
  • Generate, analyse and standardise portfolio risk, capital, scorecard performance and booking profile reports
  • Analyse products and credit programmes, including risk parameters, product pricing, product structure and regulatory requirements
  • Perform advanced data analysis and modeling using statistical analysis, machine learning, and predictive modeling
  • Conduct training and research and development of new models, methodologies and model applications

Generated from the employer's posting. Verify important details before applying.

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Qualifications

Foundational knowledge of at least one BI/data visualization tool; basic to intermediate SQL proficiency; proficient in Microsoft Word, Excel, and PowerPoint; strong English communication skills; full-time availability throughout the internship period.

Required

  • Foundational knowledge of at least one BI/data visualization tool (Tableau/Power BI)
  • Basic to intermediate SQL proficiency
  • 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

Preferred

  • Exposure to IT risk management, IT governance or cybersecurity concepts
  • Prior internship or project experience in banking, fintech or consulting environments

Original job description

Content provided by the employer

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

PwC

About the company

PwC

Large Enterprise

PwC, or PricewaterhouseCoopers, is a global leader in professional services, providing a wide range of solutions in audit, tax, and advisory. With a commitment to delivering high-quality services, PwC helps organizations navigate complex business challenges and enhance their operational efficiency. The firm operates in over 157 countries, employing more than 284,000 professionals who leverage their diverse expertise to support clients across various industries. PwC is dedicated to fostering a culture of innovation, integrity, and collaboration, making it an attractive workplace for aspiring professionals seeking career development and growth opportunities.