Manager - Credit Risk Consulting

Manager - Credit Risk Consulting

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What We Can Offer

Lương Tháng 13 và Thưởng
Nghỉ phép có lương trên 20 ngày
Máy tính xách tay, đào tạo chuyên nghiệp, môi trường quốc tế

Job Description

-Develop and enhance Basel II PD, LGD and EAD models.
-Conduct validation of model performance, Basel II PD, LGD and EAD models, as well as portfolio stress testing
-Measure expected credit loss (PD, LGD, EAD, EL) through 3 stages of credit risk, criteria for recognition of significant increase in credit risk, according to IFRS 9.
-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 II 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
-Conduct training and research and development of new models, methodologies and model applications
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Job Requirements

-Undergraduate degree in a quantitative programme, such as Statistics, Mathematics, Actuarial Science, Financial Engineering, etc. Business, Finance and Economics degrees with a strong quantitative focus and highly relevant working experience will be considered. Econometric focus and analysis will be considered as a strong positive. Post graduate degree is an added advantage
- >5 years of working experience in credit risk modeling and management or consulting or risk vendor experiences
-Experience for models development and/or validation for both Corporate and Retail, and/or IFRS 9 implementation will be an added advantage.
-Having FRM or CFA is a plus
-Strong PC skills: SAS,R, Matlab - Programming, Enterprise Guide, Enterprise Miner; SQL query and database familiarity; MS Office applications, including advanced spreadsheet and VBA. Knowledge of Core banking is a plus
Analytical mind with sound business insight, excellent communicator (verbal and written), highly meticulous, and self-motivated
-Self-starter, flexible with a proven ability to work well in teams, as well as being able to function with minimal supervision. People management experience is a plus

Job Locations

Saigon Tower, 29 Lê Duẩn, Bến Nghé, District 1, Ho Chi Minh City, Vietnam
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PwC helps organisations and individuals create the value they’re looking for. We’re a network of firms in 157 countries with more than 208,000 people who are committed to delivering quality in assurance, tax and advisory services.
PwC Vietnam has been commercially present in Vietnam since 1994, with two offices in Ho Chi Minh City and Hanoi. We also have a foreign law company in Vietnam, licensed by the Ministry of Justice, so we can provide a large variety of comprehensive services to clients, including Assurance services, Deals, Restructuring, Performance Improvement Consulting, Corporate Finance, Risk Management, Tax, Legal services and other professional services.
Our team of nearly 800 local and expatriate staff has a thorough understanding of the business environment in Vietnam and a wide knowledge of policies and procedures covering investment, tax, legal, accounting and consulting matters throughout Vietnam. PwC Vietnam is the leading firm in auditing and consulting for joint stock companies, private companies, financial institutions, state-owned enterprises, etc. Our tax consulting services are highly valued for strategic investors and leading foreign companies in Vietnam.
Our services
• Assurance services
• Advisory services
• Legal services
• Tax services

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HCMC Office: 8th Fl., Saigon Tower, 29 Le Duan, District 1, Ho Chi Minh City
1,000-4,999 staffs
HR Department


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