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 |