Thanh Hoang MAI
Abschluss: DEA (Master of Science), University Paris 6 (Pierre & Marie Curie)
Paris, Frankreich
Werdegang
Berufserfahrung von Thanh Hoang MAI
Bis heute 15 Jahre und 3 Monate, seit Apr. 2009
Risk Modeling
AXA Life Europe Hedging Services
As a member of Quality & Risk Control team, I'm in charge of the risk modeling for the life product such as accumulators (variable annuities).
5 Monate, Apr. 2008 - Aug. 2008
Associate
Merrill Lynch
Worked as an Associate in CIRO Quant team (Complex Interest Rate Options)
5 Monate, Apr. 2007 - Aug. 2007
Researcher
INRIA Sophia Antipolis
The French National Institute for Research in Computer Science and Control
Ausbildung von Thanh Hoang MAI
8 Monate, Okt. 2008 - Mai 2009
Statistic applied to Finance
University Paris Dauphine
GARCH and Stochastic Volatility Models, Risk Measures, Statistical Dynamic Models with Hidden Variables, Particle Method and Hiden Markov Models, Extreme Values and Copulas in Assurance
1 Jahr, Okt. 2007 - Sep. 2008
Probability and Finance
University Paris 6 (Pierre & Marie Curie)
Stochastic Calculus, Probability, Numerical Methods (Monte Carlo method, Partial Differential Equations), Financial Modeling
Sprachen
Englisch
Fließend
Französisch
Fließend