Experience

ジニーエナジー合同会社 -Genie Energy GK-

• Forecasting Manager (Supply Department)

  • Jul 2021 - Present

  - Forecasting and Schedule - Procurement & Risk management - Pricing - Forecasting and Schedule - Procurement & Risk management - Pricing


XOOM Energy
• United States
• Oil and Gas
• 1 - 100 Employee
• Senior Energy supply/ Risk. data Analyst

  • Aug 2018 - Jun 2021


Vietcombank

• Vietnam
• Banking
• 700 & Above Employee

• Market Risk Analyst

  • Aug 2015 - May 2018

  - Basel - Modelling (customer behaviour model: lognormal diffusion for demand deposit runoff/core deposit, time series for term deposit's early withdrawal, survival analysis for loan's prepayment) - IRRBB measurement and report (dynamic NII, EaR, EVE, repricing gap, stress test, limit, required capital...) - Market risk (VaR, stop-loss, limit, FX price verification,...) - Liquidity ratio calcualtion and report - ALCO report - ALM/FTP project with Olyver Wyman - ALM software - Build model/ coding in R, SLQ, VBA, STATA



PwC

• Professional Services
• 700 & Above Employee

• Risk magement consultant

  • Feb 2013 - Jul 2015

  - Basel - Modelling (customer behaviour model: lognormal diffusion for demand deposit runoff/core deposit, time series for term deposit's early withdrawal, survival analysis for loan's prepayment) - IRRBB (dynamic NII, EaR, EVE, repricing gap, limit,...) - Market risk (VaR, stop-loss, ...) - ALM software - Build model/ coding in R, SLQ, VBA, STATA - Basel - Modelling (customer behaviour model: lognormal diffusion for demand deposit runoff/core deposit, time series for term deposit's early withdrawal, survival analysis for loan's prepayment) - IRRBB (dynamic NII, EaR, EVE, repricing gap, limit,...) - Market risk (VaR, stop-loss, ...) - ALM software - Build model/ coding in R, SLQ, VBA, STATA