Public Profile
Thanh-Hieu Phan
JOIN Anphabe to know more about Thanh-Hieu Phan
- See who you and Thanh-Hieu Phan know in common
- Follow Thanh-Hieu Phan's online activities
- Contact Thanh-Hieu Phan directly
And be part of Vietnam largest community for business leaders & experts
Not this Thanh-Hieu Phan? View more »
-
Current:Head of Quantitative Analysis at Sacombank
-
Past:
- Senior Quantitative Analyst at Sacombank
- Financial Engineer at FinanceFi (www.financefi.fr)
- Software Engineer at Global Cybersoft (VN)
-
Education:
- France, France
- CFVG (Centre Franco-Vietnamien de formation a la Gestion), Vietnam
- HCMC Polytechnic University, Vietnam
-
Connection:29 connection(s)
- Strong background in Mathematics, Probability & Statistics, Stochastic, PDE, Econometrics, GARCH;
- Sound knowledge about financial markets: FX, Fixed Income, Options, Structured Products, Portfolio Management, Credit Derivatives and Risk Management (VaR, CDS, Securitization, Basic Basel I, II);
- Modeled and developed several financial pricers: bond, options, cap/floor, swap, equity structured products;
- Master Monte-Carlo simulation and variance reduction techniques (control variate, importance sampling);
- Four years of working experience as a software engineer and project manager at Global Cybersoft (VN), including almost two years of work in Japan; Experiences in software project management, supervision and training;
- Good in programming languages: OOP, VBA, C++, C#, VB.Net, Java, SQL, Oracle, MatLab;
- Proficiency with Microsoft Office suite (Word, Excel, Access, PowerPoint, Visio, Project);
-
-
Job Function:
-
Industries:Banking, IT - Software/E-commerce, Finance/Investment, Securities & Trading
-
Specialities:- Major in Financial Market, professional thesis: Fixed Income, Options & Derivatives and Equity Structured Products;
- Good knowledge on Fixed Income Securities, Credit Derivatives and Risk Management, Portfolio Management;
- Master VBA for Excel (developed some VBA applications for Cap/Floor, Options and Derivatives, equity structured products (floored floater, switch option, reversible convertible, cross-assets with Asian characteristics, multiple currencies, look-back options, etc.)
- -
Job Level:Team Leader/Supervisor
-
Head of Quantitative Analysis
Sacombank
July 2012 - Present (12 years 8 months) -
Senior Quantitative Analyst
Sacombank
February 2012 - July 2012 (5 months) -
Financial Engineer
FinanceFi (www.financefi.fr)
June 2011 - December 2011 (6 months) -
Software Engineer
Global Cybersoft (VN)
March 2005 - March 2009 (4 years 1 month)
-
France (France)
-
CFVG (Centre Franco-Vietnamien de formation a la Gestion) (Vietnam)
-
HCMC Polytechnic University (Vietnam)
-
Groups and Associations:
-
Honors and Awards:- Province's Encouraging Prize in Maths (1999)
- Province's First Prize in Chemistry and National Encouraging Prize in Chemistry (2000)
- Runner-up (2nd highest marks) of the entry examination in University of Economics (2000)
- “Employee of the Year 2008” in the Factory Automation department
View Thanh-Hieu Phan's full profile to...
- See who you and Thanh-Hieu Phan know in common
- Follow Thanh-Hieu Phan's online activities
- Contact Thanh-Hieu Phan directly
Not this Thanh-Hieu Phan? View more »