Nhu Y Luong

Nhu Y Luong Email and Phone Number

Risk Management Specialist, FRM Candidate, Master of Data Science Candidate @ ACB - Asia Commercial Bank
ho chi minh city, ho chi minh, vietnam
Nhu Y Luong's Location
Vietnam, Viet Nam
About Nhu Y Luong

I am an responsible, efficient and highly motivated individual. I love researching and working with datas, teamworking and cooperating with other members to fulfil tasks. I want to study more and improve myself day by day in a challenging environment that will provide me with advancement opportunities.Specialties:. Risk Management• Coding (Python & SQL)•Markets Research•Event planning•Social networking and marketing •Time management• Microsoft Offices (Word, PowerPoint, Excel)• Basic Adobe CS5.5 Suite (Photoshop)My inspirational quotes: " You are never too old to set another goal or to dream a new dream." - C.S. Lewis"Treat others as you wish to be treated. Don't just be nice, but be kind to other people. That can be so rewarding" - Mary Lambert -

Nhu Y Luong's Current Company Details
ACB - Asia Commercial Bank

Acb - Asia Commercial Bank

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Risk Management Specialist, FRM Candidate, Master of Data Science Candidate
ho chi minh city, ho chi minh, vietnam
Website:
acb.com.vn
Employees:
1550
Nhu Y Luong Work Experience Details
  • Acb - Asia Commercial Bank
    Quantitative Finance Analyst
    Acb - Asia Commercial Bank Jan 2023 - Present
    - Participating in building datamart and modelling credit risk in IRB projects.- Participating in Loan and Deposit analytics and behavior model.- Participating in IFRS9 projects, operating PD, LGD, EAD system for the wholesale and retail portfolios.- Operating ICAAP Stress Testing models for development of macroeconomic/ market stress/ credit stress scenarios and effect to capital.- Continuously improve the models’ performance and research on the latest modelling methodology and best industry practices, while meeting all regulatory and data constraints.- Participating in portfolio optimization model implementation and its user acceptance test to ensure models are appropriately implemented not only within the direct system environment but also its relevant downstream environments.- Crawling macroeconomics data and designing macro analysis framework. Create macro tableau dashboard and reports.- Build OCR application to crawl financial statement apply deep learning.- Automate bond issue process with python
  • Công Ty Chứng Khoán Acb (Acbs)
    Risk Management Specialist
    Công Ty Chứng Khoán Acb (Acbs) Aug 2021 - Dec 2022
    • Implement automatic classification of margin customer scorecard using Machine Learning.• Perform stress test of the company's margin portfolio and calculate the impact of prices through decreasing sessions to recalculate the debt and collateral ratio of customers. • Monitor the liquidity of each stock on the market, thereby estimating the stock's mortgage sale on a daily basis. Estimate the number of clients with daily margin calls and in the worst situations.• Automated data collection: non-margin stock news, exchange listings, business information using python, ...• Check and approve exception proposals from branch offices about increasing limit line, purchasing of additional issuances. Use Qlik in daily monitoring and operation.• Coordinating with IT to automate the process of updating data to database system using sql server.
  • Orient Commercial Joint Stock Bank (Ocb)
    Strategy Risk Specialist
    Orient Commercial Joint Stock Bank (Ocb) Jan 2021 - Aug 2021
    • Working with IT and other departments to perform data integration projects between banking systems into Risk Management division database system.• Working with other departments to collect data for projects that require historical data like Basel II.• Coordinate with other departments to follow and analyst OCB ‘credit rating following circular 52.• Analyze and Predict trends for components in circular 52 using multiple regression for Risk Committee such as capitals, asset quality, results of business activities, liquidity, sensitivity with market risk• Coordinate with other departments to follow and analyse OCB’s credit rating following Moody requirement.• Develop Pillar 2 Stress Testing models using time series VAR model to predict components in balance sheets over 2 stress scenarios.• Translate documents to English for ICAAP projects.
  • Orient Commercial Joint Stock Bank (Ocb)
    Modelling Specialist
    Orient Commercial Joint Stock Bank (Ocb) Mar 2020 - Jan 2021
    • Evaluating the models’ performance and research on the latest modelling methodology based on Machine Learning and best industry practices, while meeting all regulatory and data constraints of other departments such as: SME credit model, Comb consumer loans model.
  • Public Bank
    Corporate Credit Operation Staff
    Public Bank Jul 2018 - Dec 2019
    Vietnam
    • Apprasing Credit Disbursement Document and Corporate Customers.• Communication with Corporate customers about interest rate, principal and loans.• Rearrange, organize data, documents of corporate customers.
  • Kpmg Vietnam
    Market Research Intern
    Kpmg Vietnam Jun 2018 - Jan 2019
    Vietnam
    Support the Markets Manager in ongoing and new B2B marketing and branding initiatives including: - Industrial Park Series, a KPMG seminar series customized to clients and potential clients working in the industrial manufacturing sector in Vietnam. - Assisting with preparation of marketing collateral and logistical arrangements, including translation and polishing of invitations, confirmation/reminders emails, brochures, evaluations and presentation slides for seminar participants from English to Vietnamese, event proposals, catering arrangements- Tracking the progress of projects;- Research on foreign direct investment in Vietnam, industrial parks, potential clients and strategic partners for KPMG. - Other administrative work which may include data entry, arranging meetings for Markets Manager, assisting with translation during meetings; - Working with other departments to support marketing/communication events.- Prepare a weekly brief news to update information and Events about Infrastructure, Governmance and healthcare sectors.
  • Ila Vietnam
    Teaching Assistant
    Ila Vietnam Jan 2016 - Apr 2017
    Ho Chi Minh City, Vietnam
    ILA is Vietnam's leading English language training organisation. There are teaching centres in Ho Chi Minh City, Hanoi, Da Nang, Vung Tau and Binh Duong and we are growing steadily.My responsibilities include:- Support children with their learning English activities in the classroom. - Work closely with parents and teachers, inform parents about their children ' activities- Support ILA events. ( Decorating the center and drawing henna tatoos for students)
  • Ila Vietnam
    Event Supporter
    Ila Vietnam Jan 2016 - Apr 2017
    Create the English environment for students to practicing their English and know more about European 's culture.My responsibilities include:- Decorating the ILA Center relating to topic: Halloween; Winter- Draw Henna Tatoos for students.

Nhu Y Luong Skills

Leadership Python Microsoft Office Teamwork Microsoft Word Management Oracle Database Research Microsoft Excel Public Speaking Machine Learning Customer Service Microsoft Power Bi Microsoft Powerpoint

Nhu Y Luong Education Details

Frequently Asked Questions about Nhu Y Luong

What company does Nhu Y Luong work for?

Nhu Y Luong works for Acb - Asia Commercial Bank

What is Nhu Y Luong's role at the current company?

Nhu Y Luong's current role is Risk Management Specialist, FRM Candidate, Master of Data Science Candidate.

What schools did Nhu Y Luong attend?

Nhu Y Luong attended Vnuhcm - University Of Science, International University - Vnu Hcmc, Pho Thong Nang Khieu - Vnu High School For The Gifted.

What skills is Nhu Y Luong known for?

Nhu Y Luong has skills like Leadership, Python, Microsoft Office, Teamwork, Microsoft Word, Management, Oracle Database, Research, Microsoft Excel, Public Speaking, Machine Learning, Customer Service.

Who are Nhu Y Luong's colleagues?

Nhu Y Luong's colleagues are Quang Thuận Đoàn Phạm, Dang Khanh, Nguyen Dung Nhi, Van Nguyen, Viet Ng, Lan Huynh Thi, Vuong Tien.

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