Risk Consulting Senior Associate, Consulting Services

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 governance, risk management, compliance and internal control frameworks, performing board effectiveness assessments, risk assessments, development of risk appetite, tolerances and early warning systems to internal audit department evaluations and set-up and outsource internal audits.

We are currently seeking for Senior Associate or Experience Associate based in Ho Chi Minh office with the details of the vacancy below:

Key Responsibilities:
• 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
• 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

• 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
• At least 3 -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 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
• Enable the candidate to be a credible counterpart to business managers and senior management, and the ability to develop on-going ‘trusted advisor’ relationships based on the ability to understand, analyse, discuss and address key business challenges raised

Please note that we can only contact shortlisted candidates.
Thank you for your interest in career opportunities at PwC Vietnam.

- 13th Month Salary and Performance Bonus
- Premium Healthcare Plan
- 18 days of annual leave and 5 days of sick leave without certificate

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