Hieu Nguyen Phi, FRM

How I enjoy my life

Finance

HieuNP

5 minutes read

Students in a first-year probability course learn the concept of the moment of a random variable. The moments are related to various aspects of a probability distribution. In this context, the formula for the mean or the first moment of a non-negative continuous random variable is often shown in terms of its c.d.f. (or the survival function). However, higher order moments are also important, for example, to study the variance or the skewness of a distribution. In this note, we consider the \(r\)…

HieuNP

15 minutes read

From my perspectives about finance and my experience in self-reliance and growth in active Saigon (i.e. Ho Chi Minh City) for almost 7 or 8 years, plus recently seeing some health-related problems, I gradually have a positive feedbacks to my life and hope to contribute some little thing to the community. So I decided to share my viewpoints and tips about personal finance, which was also suggested by my friends and students.

HieuNP

3 minutes read

Time series is one of the most common types of data in financial world. Any risk managers should be aware of how to analyze a time series. Time series models are those using their own information to estimate themselves. Meanwhile, structural models are those using relationships between variables to explain movements or changes in one particular variable. This post will overview the analysis of a time series.

HieuNP

4 minutes read

Probability and Statistics are two areas which seems to rather difficult for the undergraduate. When I was a college student, they are subjects that consume most of my time, making them become my nightmares every night. However, have you ever wondered that why they always go along with each other, at least in undergraduate program? Although at some universities, they might be separated in different faculties, most of economics programs recognize that they package Probability and Statistics into…

HieuNP

7 minutes read

Volatility and Copula Correlation are the most important parameters in finance, especially risk management area because of their existence in almost controversial issues today such as risk measurement, wrong-way risk, risk interdependence, long-memory patterns, etc. However, a large majority of people misunderstand them, leading to several deadly serious frauds in trading and risk management practice. Consequently, it is important to re-state the nature of volatility and correlation.

HieuNP

5 minutes read

Có lẽ cụm từ Algorithmic trading không còn mới mẻ gì với thế giới nữa nhưng ở Việt Nam chỉ mới xuất hiện vào khoảng năm 2013 nhưng mãi đến 2015 mới bắt đầu nhận được sự chú ý của giới chuyên môn và các nhà đầu tư tổ chức. Nhân tiện trong lúc đang dần hoàn thành hệ thống (1 dự án cá nhân của mình) cũng như giảng dạy chương trình FRM 2017 Part II, mình sẽ chia sẻ những gì mình hiểu về loại hình này. Hy vọng nhận được phản hồi cũng như thảo luận của mọi người.

HieuNP

11 minutes read

Dạo gần đây cộng đồng tài chính thường hay nhắc đến Bitcoin như một khoản đầu tư sinh lợi khá lớn. Kể cả GARP cũng đã đưa Bitcoin vào việc nghiên cứu quản trị rủi ro, cho thấy dần dần Bitcoin đang thật sự tác động vào thị trường tiền tệ cũng như hệ thống thanh toán quốc tế.

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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**.