Quyen Nguyen
About Quyen Nguyen
Quyen Nguyen is a Quantitative Developer at Milliman, specializing in calibrating capital markets models and developing economic scenarios for hedge strategy testing. He holds multiple degrees, including a Master of Science in Financial Mathematics from the University of Chicago and has prior experience as a Senior Consolidation Analyst at Weatherford.
Work at Milliman
Quyen Nguyen has been employed at Milliman as a Quantitative Developer since 2018. In this role, Nguyen specializes in calibrating capital markets models to ensure they align with market prices and historical data. This position involves developing economic scenarios for hedge strategy testing, utilizing both risk-neutral and real-world approaches. Nguyen's expertise in implementing derivative models is supported by proficiency in programming languages such as VBA, C++, and C#.
Education and Expertise
Quyen Nguyen holds a Master of Science in Financial Mathematics from the University of Chicago, where studies were completed from 2016 to 2018. Additionally, Nguyen earned a Bachelor of Business Administration in Economics from the University of Economics Ho Chi Minh City and another Bachelor of Business Administration in Accounting from Northwood University. Further academic qualifications include a Certificate in Applied Mathematics from the University of Illinois Urbana-Champaign and a Master of Science in Finance from the University of Houston.
Background
Before joining Milliman, Quyen Nguyen worked as a Senior Consolidation Analyst at Weatherford from 2011 to 2014 in the Houston, Texas area. This role involved financial analysis and consolidation processes, contributing to a solid foundation in quantitative finance and economic analysis. Nguyen's diverse educational background and professional experience support a strong understanding of financial markets and quantitative modeling.
Technical Skills
Quyen Nguyen possesses advanced technical skills in quantitative finance, particularly in the calibration of capital markets models. Proficiency in programming languages such as VBA, C++, and C# enables the implementation of complex derivative models. Nguyen's ability to develop economic scenarios for hedge strategy testing reflects a strong command of both risk-neutral and real-world approaches, essential for effective financial modeling.