Intern, FS S&O Credit Risk

Main duties:

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.

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:

Final-year undergraduate or recent graduate in Information Technology Data Science Computer Science Information Systems.
Foundational knowledge of at least one BI/data visualization tool (Tableau/Power BI). Demonstrated ability through coursework personal projects or competitions is sufficient
Basic to intermediate SQL proficiency (academic coursework or self-study)
Proficient in Microsoft Word Excel and PowerPoint
Strong English communication skills
Detail-oriented with strong organizational skills and a structured approach to work
Punctual dependable and committed to full-time availability throughout the internship period
Proactive learner with a genuine willingness to pick up new tools concepts and domain knowledge
Comfortable working both independently and collaboratively in a fast-paced client-facing project environment
Nice-to-have

Exposure to IT risk management IT governance or cybersecurity concepts (academic or self-study)
Prior internship or project experience in banking fintech or consulting environments