PwC

Manager - Credit Risk Modelling (FS S&O)

PwC  •  Hanoi, VN (Onsite)  •  3 hours ago
Apply
AI can make mistakes so check important info. Chat history is never stored.

Job Description

Line of Service

Assurance

Industry/Sector

Not Applicable

Specialism

Corporate and Business Strategy

Management Level

Manager

& Summary

At PwC, our people in risk and compliance focus on maintaining regulatory compliance and managing risks for clients, providing advice, and solutions. They help organisations navigate complex regulatory landscapes and enhance their internal controls to mitigate risks effectively.

As a risk management generalist at PwC, you will provide advisory and practical support to teams across a wide range of specialist risk and compliance areas.

Key Responsibilities:

  • Deliver Basel III/SBV Basel regulatory projects for banks, with an emphasis on Credit Risk.
  • Analyse large-scale banking data and develop methodologies, calculation logic, and tools compliant with Basel II/III and SBV Basel regulations. This includes calculations for Capital Adequacy Ratio (CAR), Risk-Weighted Assets (RWA), Internal Capital Adequacy Assessment Process (ICAAP), as well as credit risk and credit concentration risk stress testing.
  • Develop and refine framework documentation related to Basel III/SBV Basel credit risk, including policies, procedures, and internal guidelines.
  • Support the implementation of credit models, Basel computation engines, and risk analytics data marts. Tasks include the development of Business Requirements Documents (BRD), conducting User Acceptance Testing (UAT), and providing support for end-to-end system deployment.
  • Conduct training programmes and facilitate knowledge sharing, whilst engaging in research and development of new risk models, methodologies, and analytical applications.

Requirements:

  • Bachelor’s or Master’s degree in Banking, Finance, or Economics with a strong quantitative emphasis, together with highly relevant work experience in banks, financial institutions, or other Big4 organisations. A background in econometrics or data analysis is highly desirable.
  • Over five years’ relevant experience in one or more of the following areas: Basel II/III/SBV Basel regulations focusing on Credit Risk RWA, ICAAP, Stress Testing, Credit Risk Modelling, Credit Risk Management Framework, or Basel/Credit Risk technology and solution development and implementation.
  • Professional certifications such as Financial Risk Manager (FRM) or Chartered Financial Analyst (CFA) are regarded as a distinct advantage.
  • Strong technical skills, including advanced proficiency in Excel, VBA, SQL, and database familiarity.
  • Demonstrated analytical mindset and sound business acumen; excellent verbal and written communication skills; meticulous attention to detail; and strong self-motivation.
  • Proven ability to mentor junior staff, work independently with minimal supervision, and collaborate effectively within team environments. Experience in people management is a plus.

Education (if blank, degree and/or field of study not specified)

Degrees/Field of Study required:Degrees/Field of Study preferred:

Certifications (if blank, certifications not specified)

Required Skills

Optional Skills

Accepting Feedback, Accepting Feedback, Active Listening, Analytical Thinking, Anti-Money Laundering (AML), Coaching and Feedback, Coaching and Training, Communication, Compliance Advisement, Compliance Oversight, Compliance Program Implementation, Compliance Risk Assessment, Confidential Information Handling, Contract Review, Contractual Risk Mitigation, Contractual Risk Monitoring, Contract Writing, Creativity, Crisis Management, Data Loss Prevention (DLP), Data Security, Discretion and Business Ethics, Embracing Change, Emotional Regulation, Empathy {+ 37 more}

Desired Languages (If blank, desired languages not specified)

Travel Requirements

Available for Work Visa Sponsorship?

Government Clearance Required?

Job Posting End Date

July 20, 2026

PwC

About PwC

At PwC, we help clients drive their companies to the leading edge. We’re a tech-forward, people-empowered network with more than 370,000 people in 149 countries. Across audit and assurance, tax and legal, deals and consulting we help build, accelerate and sustain momentum. Find out more at www.pwc.com.

PwC: Audit and assurance, consulting and tax services

PwC refers to the PwC network and/or one or more of its member firms, each of which is a separate legal entity. Content on this page has been prepared for general information only and is not intended to be relied upon as accounting, tax or professional advice. Please reach out to your advisors for specific advice.

Industry
Consulting & Advisory
Company Size
10,000+ employees
Headquarters
, GB
Year Founded
Unknown
Website
pwc.com
Social Media