Credit Risk Modelling Intern – Financial Services

About the role

PwC is looking for a motivated intern to join its Financial Services Strategy & Operations team in Hanoi. You will support the development and validation of credit risk models, helping clients meet regulatory standards such as Basel and IFRS 9.

Key responsibilities

• Develop and enhance Probability of Default (PD), Loss Given Default (LGD) and Exposure At Default (EAD) models in line with Basel and IFRS 9.
• Validate model performance and conduct portfolio stress testing.
• Generate, analyse and standardise risk and capital reports, scorecard performance, and booking profiles.
• Provide credit‑risk advice to senior management, regulators and other stakeholders.
• Analyse product and credit programmes, reviewing risk parameters, pricing, structure and regulatory requirements.
• Perform advanced data analysis and predictive modelling using statistical and machine‑learning techniques.
• Explore emerging technologies such as cloud computing and Generative AI for risk‑management innovation.
• Assist in training, research and development of new models and methodologies.

Required profile

• Final‑year undergraduate or recent graduate in Information Technology, Data Science, Computer Science or Information Systems.
• Strong English communication skills and attention to detail.
• Full‑time availability for the internship period.
• Proactive learner comfortable working independently or in a fast‑paced, client‑facing environment.

Required skills

• Experience with a BI/data‑visualisation tool (Tableau or Power BI).
• Basic to intermediate SQL proficiency.
• Proficiency in Microsoft Word, Excel and PowerPoint.