Hieu Nguyen Phi, FRM

How I enjoy my life

Here is some selected interesting projects that I have done. Each project has attached (an) implied link(s) for further information. Please note that the link(s) will go to a site requiring your interaction with the computer by following these steps:

  1. Verify that you are not (a) robot(s).
  2. Complete the compulsory steps to see some interesting and useful advertisements for donation purpose. Otherwise, you will not be able to transfer the target link. If you are not keen on any recommending advertisements, press Big X at the top-right corner.
  3. Continue and wait for some seconds.

No viruses are linked, do not worry.

I do appreciate your effort. Enjoy!

Teaching & Training

VBA for beginners

The class is hosted in Viet Capital Bank. In this class, I have talked about how useful as a staff applies VBA for his/her daily works. The main theme of this class is introducing VBA as a tool to speed up and improve the productivity in their work.

Slide link is available (Vietnamese only). In the near future, I will supply English version.

Financial Statement Analysis - Risk Management Perspective

The class is organized at Foreign Trade University. In the class, I shared about some practical facets of banking sector, as well as risk management in banks as an overview. Then I introduced Linear Discrimination Analysis and Merton models as tools to classifying and predicting potential borrowers based on their risk profiles and Black-Scholes-Merton option pricing equations.

Also, I have enclosed a real dataset in the slide, thanks to R, to guide my students how those risk management techniques perform in real life.

In the end of class, I had an interesting question for them: how they bond from financial statement analysis to investment from risk management viewpoint, beside the approach of accounting practice over-deep-learning.

Slide link is available. English version will be provided in the future.

Introduction to Econometrics with R

This course is replicated my real-life classes in undergraduate schools. This course is available at my subdomain. The course is divided into three main parts: preconditions of econometrics fundamentals, regression in econometrics, and application in several aspects of economics and finance, including nonlinear regression, regression on discrete dependent variable, time series regression. All additional topics is limited at introductory level, which is suitable for those studying in around second or third year. The excellent of the online version is the ability of programming R directly on the website without any disruptions when you change tabs between website and R basics or Rstudio, which possibly intervene in the students’ thoughts. For further details and experience, feel free to access my subdomain.

Personal Studying



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I am Hieu Nguyen Phi, FRM, a Quantitative Risk Analyst from Ho Chi Minh City, Vietnam. I have a background in International Finance by Foreign Trade University. I have also charterred the FRM certification by [GARP](https://www.garp.org/#!/home) since 2018, after 2 years of experience in Risk management in banking and investing sectors. I also inspired by Mr Sheldon L. Cooper, a fictional character in the CBS television series The Big Bang Theory. He is who he is and doesn't pretend to be someone he isn't. He is so serious about anything he's doing, from academic tasks to real-life businesses. With my inherent laziness, I always look for the best and most efficient (in terms of time and my energy capacity) approach to resolve my practical issues. Currently, I am employed by [Viet Capital Bank](https://www.vietcapitalbank.com.vn) as Risk Analyst and Modeler. My responsibility is to build risk models and to perform required analyses for the bank's Credit Risk Portfolio. For further details about my job, please contact to my personal email **hieunguyenphi94@gmail.com**.