Dr. Pham’s Email & Phone

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Dr. Pham

Model Validation Quant, Assistant Vice President @ Deutsche Bank

Dr. Pham Contact Details

London, United Kingdom
Model Validation Quant, Assistant Vice President @ Deutsche Bank
XVA Quantitative Analyst @ HSBC Global Banking and Markets
FVA Middle Office @ Bank of America Merrill Lynch
@ University of Warwick

Specialties: Markov-functional models, interest rate modelling, stochastic volatility modelling, CVA/FVA, C++.

XVA Quantitative Analyst @ From March 2015 to Present (10 months) London, United KingdomFVA Middle Office @ From October 2013 to March 2015 (1 year 6 months) London, United KingdomResearch assistant @ Work with the 2-factor LIBOR Markov functional model, improve the code design and make it 

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