David Pham Email & Phone Number

Zurich, Switzerland

Zurich, Switzerland

Zurich, Switzerland

- Creation and development of several web applications for supporting investment processes: managing portfolio configurations, adapting weights to market views, model creation, model diagnostics and model visualization.- Deployed and developed multiple backends and frontends for client facing applications.- Involvement in API and application design..

Zürich Area, Switzerland

- Created and implemented the Vescore Artificial Intelligence Fund. It includes weights computation using machine learning methodology and also to incorporate previous knowledge and experience into the fund. Stack: Matlab, python.- Web app development to support the bigger team in the domain of data visualizations, research, communication and quality.

Région De Zürich, Suisse

- Python development for Front Arena.- Web App development for Risk Management (data base query, aggregation and data visualizations) using Shiny/R.

Région De Zürich, Suisse

- Intern in the Financial Market Analysis Unit.- Maintaining the unit's databases inside SNB's systems and strengthening its repository of data visualizations linked to data from Bloomberg and Datastream.- Supporting economists for the presentation of SNB's Governing board, (e.g..

Zurich

- Testing and analyzing intraday extensions of Winton's daily core trading strategies in Python.- Acquired Winton's statistical methodology for assessing performance of portfolios.- Data visualizations with D3.js, R and Python.- Data wrangling with Python.- Presentations in Powerpoint and LaTeX.

Zurich

- Reviewing new derivative products with special emphasis on valuation, risk management and stability.- Certification of 4 exotic financial derivatives. These documents informs senior management and explicit the constraints under which traders can sell these products.- Developing simulation procedures in VBA/Excel and R.

Geneva

• Intern working on a Risk Management Software in the Risk Management Unit of the Managing Partners (Collège des Associés).- Support for the team for ad hoc requests in VBA, Excel or Word, on mathematical concepts or.
• Gain of 90% on the time of execution of the existing software (25min to 2min).
• Gain of 4 hours of human control thanks to automation.
• Outputs are now used in 3 different teams of risk management.Key skills: precision, proactivity and fast learning, rigor, end-user thinking, communications with different teams, creativity, networking.

Montréal, QC, Canada

• Assistant helping students with their homework during exercise sessions for the courses:
• Calculus 1 (BSc level)
• Probability and Statistics (BSc level)
• Mathematical Finance (MSc level)Duties also included preparing and correcting exams. 10 hours a week. Key skills: communication to non-specialists, adaptability, public speaking.

Lausanne

• Student assistant helping students with their homework during exercise sessions. 20 to 25 hours a week. Lectures given:
• Probability and Statistics II to 2nd year students in Life Sciences.
• Geometry I&II and Mathematics I&II to 1st year students in Architecture.
• Analysis I&II to 1st year students in Civil Engineering and Environmental Engineering.
• Linear Algebra I&II to 1st year students in Mathematics and Physics.Key skills: perfect knowledge of the subject (calculus, geometry, probability and statistics), punctuality, assessing of the understanding of auditors.

Geneva

- Development of a database with Access/SQL/VBA for the Private Banking Unit.- Data entry in the database.- Searching relevant informations for the database by working with the assistants of the senior managers.Key skills: communication with the senior managers and their teams, fast learning, end-user thinking.

Geneva

Full Time Summer Trainee- Creation of a database with Excel/VBA- Automation of manual controls.- Responsible for communications with teams located in different locations.Part-Time Consultant (10 hours a week)- Continuation of the previous task.Key skills: English, punctuality, meeting deadlines, easiness with communication, solving problems logically and.

Master'S Degree, Applied Mathematics, 5.2

Focus in statistics and economics, with a master thesis in deep learning.

Master Of Science (Msc), Actuarial Science, 3.87

Followed MSc and PhD lectures at the University of Montreal, McGill University, Concordia University and HEC Montreal. Result of my master.

Visiting Student, Statistics

Master thesis in Copulas, Multivariate Analysis

Visiting Student, Statistics, A+

Followed Mathematical Statistics I and II (MSc level)

Visiting Student, Statistics, B+

Followed Analysis of Extreme Values Applied to Financial Engineering (PhD level).

Visiting Student, Mathematical Statistics And Probability, A+

Followed Stochastic Differential Equations (PhD level).

Bachelor, Mathématiques, 5.41/6 (Final Year)

Activities and Societies: Coaching for the first year students in 2008-2009.

Maturité Fédérale Bilingue Allemand, Physics And Latin, 5.1 - 6-Point Scale