Arthur Pham
About Arthur Pham
Arthur Pham serves as the Lead Quantitative Analyst at Thomson Reuters in New York City, a position he has held since 2013. He has extensive experience in quantitative analysis, having worked in various roles at Thomson Reuters since 2006 and holding degrees in Computer Science and Quantitative Finance.
Current Role as Lead Quantitative Analyst
Arthur Pham serves as the Lead Quantitative Analyst at Thomson Reuters in New York City. He has held this position since 2013, contributing over a decade of experience in quantitative analysis within the financial services sector. His role involves leading projects that utilize quantitative methods to enhance financial modeling and analytics.
Previous Experience at Thomson Reuters
Prior to his current role, Arthur Pham worked at Thomson Reuters in various capacities. He started as an Intern Quantitative Analyst in 2006, followed by a position as a Quantitative Analyst in Paris from 2006 to 2010. He then transitioned to the New York City office, where he served as a Quantitative Analyst for eight months in 2011 before becoming a Senior Quantitative Analyst from 2011 to 2013.
Education and Qualifications
Arthur Pham holds a degree in Computer Science and Quantitative Finance from ENSIIE - École Nationale Supérieure d'Informatique pour l'Industrie et l'Entreprise, where he studied from 2002 to 2006. He also earned a Master of Science in Quantitative Finance and Investment Management from Conservatoire National des Arts et Métiers between 2007 and 2009. Additionally, he completed the Certificate of Quantitative Finance (CQF) program from 2008 to 2010.
Technical Contributions and Projects
Arthur Pham has made significant technical contributions at Thomson Reuters. He implemented an SVI equity volatility surface for index and the Nelson Siegel Svensson model. He also developed an equity volatility surface service that retrieves market data via RFA in a WCF service, visualized with D3.js in an ASP.NET MVC web application. Furthermore, he led the migration of the library's legacy C++ tests to Google Test and added a Vagrant provisioning tool to facilitate the compilation of the pricing library under Linux.