
Timeline
About me
ALM, Liquidity Risk & Market Risk - CIMB Vietnam
Education

University of economics, ho chi minh city
2010 - 2014Bachelor's degree insurance bActivities and Societies: Student in Free Enterprise (SIFE) Vietnam

Mib trieste school of management
2017 - 2018Master in insurance and risk management insurance and risk management graduated with high honorGraduated with High Honor

Udacity
2020 - 2020Nanodegree program artificial intelligence: machine learning nanodegree
Udacity
2020 - 2020Nanodegree program business analytics
Experience

Manulife financial
Dec 2013 - Mar 2014Policyholder service internAssisted in weekly inspections and checks for errors or suspicious signs of fraudulence on receipts issued by insurance agents that are collected from nationwide branch offices with an average amount of 700 receipts per week.

Post and telecommunication joint stock insurance corporation
Nov 2014 - Sept 2016Carried out Property & Casualty (P&C) commercial underwriting tasks including drafting quotations, calculating premiums and negotiating terms and conditions for renewal accounts and small and medium new accounts; assisted senior underwriter in monitoring the profitability and effectiveness of underwriting portfolio.Supported senior underwriter, vice underwriting director and vice business director in underwriting important and highly profitable accounts with gross written premium higher than USD 500,000 and with risk ranging from multi-million furniture factories to convenience stores chainsCoordinated, facilitated, liaisoned with counterparts from international insurance brokers’ regional office such as Aon VN, Marsh VN, Gras Savove Willis VN and other insurers such as Bao Viet Insurance Corporation and PVI Holdings. Show less
Junior P&C Commercial Underwriter
Jun 2015 - Sept 2016Account Executive
Nov 2014 - May 2015

Bao long insurance corporation
Oct 2016 - Aug 2017Compliance/operational risk management officerPerformed periodic audits to ensure compliance with internal policies and regulatory requirements, and to detect potential fraud or breaches.Assisted in on-site audits of high-risk branches and generated compliance risk reports for leadership and the board.

Pwc vietnam
Jan 2019 - Jun 2021Risk and quality senior officerEnhanced operational risk management by applying digital transformation.Automated AML process with RPA technology, increasing speed by 70% and reducing one headcount.Participated in developing an internal web app integrating multiple risk management processes (AML, KYC, ...) using Google Apps Script.Created an interactive risk data dashboard with Power BI for senior management decision-making.Conducted Power BI training for Firm-wide PwC Staffs.Built a fully automated data cleansing process with Alteryx and RPA, reducing time from 6 hours to 3 minutes.Fast-tracked promotion by quickly learning and implementing new technologies to digitally transform risk management processes. Show less

Cimb bank vietnam
Jun 2021 - now- Liquidity Risk ManagementReviewed Liquidity Risk Management Policy, Methodology, and Procedure.Set up, monitored, and reported monthly Liquidity Risk Limits & Risk Appetites to senior management.Prepared and monitored Daily Liquidity Risk Monitoring Reports (Daily EWS Reports).Prepared and monitored Daily and Monthly Behavioural Liquidity Gap and Stress Test Reports.Periodically performed back-testing and calibration for the liquidity risk Historical Simulation Model (HSM).Conducted annual Contingency Funding Plan (CFP) Testing.Performed in-depth analysis and forecast of Liquidity risk exposures, movement, and funding capability.Worked with data science team and ultilized SQL and Power Query for automation and enhancement of liquidity risk management reports.Able to produce daily Liquidity Gap and Stress Test Reports.-IRRBBReviewed IRRBB Policy, Methodology, and Procedure.Set up, monitored, and reported monthly IRRBB Limits & Risk Appetites to senior management.Prepared and monitored Weekly and Monthly Stress EVE and Earnings-at-Risk reports utilzing the Basel's Six Rates Shocks Scenarios. Performed in-depth analysis and forecast of IRRBB exposures.Worked with data science team and ultilized SQL and Power Query for automation and enhancement of IRRBB reports.Able to produce weekly Stress EVE reports.- Market RiskMonitored daily market risk limits: SBV Capped FX rates, NOP and DV01.Supported the Treasury team in the risk assessment and risk governance process of new Treasury products.- OthersConducted liquidity risk and IRRBB training for bank-wide staffs.Participated in the annual ICAAP stress test procedure, developed stress test scenarios, collected historical macroeconomic data, calculated stress RWA for Money Market & FX instruments and capital charged for IRRBB. Monthly calculation & reporting of RWA calculations for Money Market & FX instruments.Served as Secretary of CIMB Vietnam's ALCO. Show less
Liquidity and Market Risk Manager
Apr 2023 - nowAssistant Manager, Liquidity Risk, IRRBB and Market Risk
Jun 2021 - Apr 2023
Licenses & Certifications
- View certificate

Certified financial risk manager (frm)
Garp frm programMar 2020 - View certificate

Build random forests in r with azure ml studio
CourseraOct 2020 - View certificate

Predictive modelling with azure machine learning studio
CourseraSept 2020 - View certificate

Advanced rpa developer certification
UipathMar 2020 
Bmc
Bloomberg lpJul 2018- View certificate

Introduction to project management with clickup
CourseraSept 2020 - View certificate

Modeling risk and realities
CourseraOct 2018 - View certificate

Internal controls - design, implementation and monitoring
UdemyJul 2018 - View certificate

Artificial intelligence: machine learning
PwcJan 2021 
Cert cii
Chartered insurance instituteSept 2018
Volunteer Experience
Head of Communication, Greenagers Project
Issued by SIFE Vietnam on Jun 2012
Associated with Hoang Le Nhi, FRM
Languages
- enEnglish
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