Credit Risk Consulting Manager

PWC (VIETNAM) LTD.
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Hồ Chí Minh
Kinh nghiệm yêu cầu
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Mô tả công việc


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 Manager 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
•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

Yêu cầu công việc


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
•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
How To Apply:
If you would like to work in a challenging environment with opportunities for advancement please send your CV in English with a cover letter expressing how you match this position by clicking APPLY button.
Only shortlisted candidates will be contacted for interview.
Thank you for your interest in career opportunities in PwC.

Quyền lợi





13th Month Salary and Performance Bonus





Premium Healthcare Plan





18 days of annual leave and 5 days of sick leave without certificate


Cập nhật gần nhất lúc: 2019-11-06 07:00:01

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PWC (VIETNAM) LTD.

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Ngành nghề
Tư vấn, Bảo hiểm, Ngân hàng
Cấp bậc
Trưởng Phòng
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Trình độ yêu cầu
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Số lượng cần tuyển
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Giới tính
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Hạn nộp hồ sơ
13/10/2019
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