Experience

BIDV - Ngân hàng TMCP Đầu tư & Phát triển Việt Nam

• Vietnam
• Banking
• 100 - 200 Employee

• Expert

  • Jul 2015 - Present

  Develop quantitative models for credit riskDevelop policies and procedures of Credit risk, model governance.Perform portfolio management



EY

• United Kingdom
• IT Services and IT Consulting
• 700 & Above Employee

• Senior Consultant

  • Sep 2011 - Jul 2015

  Experience:Perform qualitative gaps analysis for Credit risk componentPerform Data gaps analysis for Credit risk componentDevelop Basel II implementation roadmap for credit risk component. Build data collection template to collect data for analysis (Corporate);Perform customer segmentation by industry and size;Perform PD model development & validation (Corporate) including: Single factor analysis, multiple factor analysis, out of time validation, PD calibration, PD master scale;Analyse pilot implementation feedback to modify PD models.Validate internal rating system including the following steps: template development, data collection, training for branches about rating customers, data processing and data analysis;Upgrade internal rating system by statistical approach including the following steps: template development, data collection, data processing, data analysis, model modification, and training for branches about PD models and internal rating system.Development of Internal Rating System based on international practices and adjustment in accordance with Vietnam Banking environment;Develop policies and process for ratings system governance; Develop user requirements for software development;Clients:VietcombankTechcombankVietnam Bank for Agriculture and Rural Development (AGRIBANK)Bank for Investment and Development of Vietnam (BIDV)Vietnam Joint Stock Commercial Bank for Industry and Trade (Vietinbank)Southeast Asia Commercial Joint Stock Bank (SeABank)LienVietPostBankGlobal Petro Commercial Joint Stock Bank (GP.Bank)



Development Strategy institute, Ministry of planning and investment

• Researcher

  • 2008 - 2011

  Policy analysis Joining projects about economics and society long-term programming. Building models to forecast macroeconomics indicators such as growth rate of GDP, Inflation, Exchange rate and so on.



Capital Securities Company

• Analysis staff

  • Sep 2007 - Jul 2008

  Financial Analysis Pricing financial asset (stock, bond) by quantitative methods