Experience

01/2017-now

Quantitative Analyst, Front Office Structured Rate Quant Team,
Crédit Agricole CIB(Corporate and Investment Banking)
A few words to explain what we do as a Front Office quant : our core work is to study and develop pricing methods on a real-time shared C++ platform of Front Office;
Besides, we create services, carry out various backtests in a multi-curve environment to study structured products' behavior;
To sum up, we do all that to respond to various demands from structured rate trading team, risk department, model validation team, etc
04/2016-09/2016 Intern, Interest Rate Modeling team, BNP Paribas, ALM Treasury Head Office
subject: Interest rate modeling in a low interest-rate environment
2010-2015 Ph.D. & Teaching Assistant in mathematics (PDE & Probability),
LAGA Paris 13 & IMJ Paris 6
2013-2015 ATER(teaching position),
MIDO Paris Dauphine & LAGA Paris 13

Education

2015-2016 DEA Laure Elie in quantitative finance
Université Sorbonne Paris Cité-USCP, Université Paris Diderot, France
2010-2015 Ph.D. in Mathematics,
Université Sorbonne Paris Cité-USCP, LAGA Paris 13 & IMJ Paris 6, France
2009-2010 Master 2 in Mathematics,
Université Sorbonne Paris Cité-USCP, LAGA Paris 13, France
2008-2009 Master 1 in Mathematics,
International Master programme, Institute of Mathematics, Vietnam
2004-2008 B.S. in Mathematics, Honor program
Hanoi National University of Education, Hanoi, Vietnam

Awards and Honors

2007 First prize,
National Student Olympiad in Mathematical Analysis
2005 Vallet scholarship,
Rencontres du Vietnam organisation
2003 First prize,
Mathematical Olympiad for high school students in Hanoi
2003 Vallet scholarship,
Rencontres du Vietnam organisation

Skills/Interests

Vietnamese Native language
English Professional working proficiency
French Professional working proficiency
Programming languages C++, Matlab, VBA/Excel
Hobbies Music, badminton, reading