Thuy Pham

Experience

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  Vietinbank

  Feb 2012 - May 2012

  Internship
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  IBM Risk Analytics

  Aug 2015 - Jun 2016

  Intern

  - Analyse financial markets and validate MDM data - market risk factors ( Equity indices, CDS, Interest rates, volatility)- Set up new risk factors and extend data coverage (CDS, Interest rates, commodity spot and forward)- Structure financial products (Bank certificates)- Prepare documents on risk factor modelling and data coverage (LaTeX)

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  KPMG Deutschland

  Jul 2016 - Dec 2022

  The KPMG iRADAR is uniquely developed to meet the challenges of analyzing complex portfolios, new financial products and investment strategies to gain transparancy to every investment process. The KPMG iRADAR is a cutting-edge combination of a specialists’ know-how and tools which have been developed by KPMG Germany and are used by the major Global KPMG practices. The KPMG iRADAR functionality varies from analyzing the profile and the structure of investment portfolios to identifying potential risk areas and reporting. This is achieved by the successful integration of sophisticated software with the expertise of a specialized team of financial analysts. Responsible for:• Analysis of financial portfolios. • Analysis, fundamental valuation and due diligence analysis of Asset Backed Securities (ABS) using Bloomberg, Moody's Analytics; perform market research on the most relevant input parameters; as well as provide internal / external training on valuation of securitization with a special focus on CLOs.• Breaking down and valuation of complex financial instruments across EQ, FI, FX, IR and Credit. • Implementation and expansion of new asset classes and market parameters as well as development of propietary valuation tools. • Responsible for valuation requests from other KPMG member firms such as Channel Island, Japan, Korea and key banking clients. • Perform model valuation to make sure that the tools used for valuation of Securitization and Derivatives are theoretically sounds, correctly implemented and adhere with the market standard. • Preparing reports and deliver presentations to clients and business heads. Keywords: Valuation; Pricing Models; MC Simulation; Exotic Derivatives; Structured Products; ABS; Excel VBA; FinCAD F3; Bloomberg; Reuters; Super Derivatives; Markit; IDC; Moody's Analytics. Show less

  • Manager

    Oct 2021 - Dec 2022

  • Assistant Manager

    Oct 2018 - Sept 2021

  • Sen. Associate in Financial Service

    Jul 2016 - Sept 2018
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  Goldman Sachs

  Jan 2023 - now

  Associate