Yen Nguyen-Edalgo
Senior Treasury Quantitative Analyst at United Community Bank- Claim this Profile
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English Professional working proficiency
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Vietnamese Native or bilingual proficiency
Topline Score
Bio
Experience
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United Community
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United States
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Banking
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700 & Above Employee
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Senior Treasury Quantitative Analyst
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Apr 2022 - Present
- Manage the Fund Transfer Pricing (FTP) tool including methodology implementation,results analysis, tool maintenance, performance monitoring, & internal clients support- Develop an ETL solution (built in Python) to supply run-ready data for various Treasury-specific processes. The program extracts data from multiple sources & mapping tables, and applies assumptions to treat & transform raw to run-ready data before loading to SQL database for leverage in various downstream purposes- Engage in model validation of various third-party software & studies including investment risk analytical solutions to loan prepayment & deposit studies- Analyze & report interest rate risk portfolio in support of the Investment Council- Implement & perform quarterly & annual practice of models backtesting as well as peer banks analysis Show less
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Treasury Quantitative Analyst
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Jun 2020 - Apr 2022
- Maintain the FTP tool pre-developed in-house: provides regulatory reports; assists internal clients with loan & deposit pricing guide following market dynamics and a better understanding of profitability insight from an FTP standpoint- Leverage FTP outputs to produce exception reports identifying potential data deficiency or emerging operational risks in support of Data Governance, Deposit Pricing Committee, & Asset Liability Committee- Prepare market risk reports in support of the Investment Committee- Exercise quarterly backtesting NII in support of the Asset Liability model Show less
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Clemson University
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United States
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Higher Education
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700 & Above Employee
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Graduate Research Assistant
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Aug 2018 - Aug 2019
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Oklahoma State University
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United States
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Higher Education
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700 & Above Employee
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Research Assistant
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Aug 2016 - Aug 2018
- Studied biochemical and physical factors that influence the tissue remodeling affecting the migration behaviors of cancer cells during metastasis- Developed 1D and 2D mathematical models using MATLAB and CompuCell3D- Performed quantitative analysis to draw insights into the underlying mechanism of the studied subjects- Two academic articles were published in 2018 & 2019 on the scientific findings from the aforementioned study- Mentored & engaged undergraduate researchers- Working under the supervision of Dr. Ashlee N. Ford Versypt Show less
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CHE Senior Grader
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Aug 2016 - Jan 2017
- Assisted instructor with solution guides, grading rubric & student learning support
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CEAT Academic Coach
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Aug 2015 - Aug 2016
- Tutor and mentor students with their engineering and math classes, specifically in Statics, Thermodynamics, Fluid, Calculus and Ordinary Differential Equations- In addition to answering student's question from homework problems or class materials, I discuss and share with students personal experience to manage time or perform better and more effectively in the class that student is taking.
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Education
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Oklahoma State University
Master of Science - MS, Chemical Engineering -
Oklahoma State University
Bachelor of Science - BS, Chemical Engineering with a Minor in Mathematics -
McNeese State University
Chemical Engineering, 3.78 -
Bui Thi Xuan High School, Ho Chi Minh City, Vietnam
High School Degree