Intern - Credit Risk Modelling (Risk Services, Assurance)

Key Responsibilities:

• 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

• Develop and review Basel/ IFRS9 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

• 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:

• Majoring in Finance & Banking, Accounting, Economic Mathematics, Data Analysis, or related fields. Relevant certifications are a plus.

• Good English communication skills are mandatory.

• Candidates with IELTS certification or equivalent are preferred.

Technical Skills:

• Proficient in SQL programming and basic Python.

• Skilled in Microsoft Word, Excel, and PowerPoint.

Soft Skills:

• Effective time management.

• Strong presentation and communication skills.

• Teamwork and proactive working attitude.