Dr. Duy Pham

Quant at Credit Agricole SA London

Dr Duy Pham is a Quant with experience in XVA/CCR Collateral and Credit Quantitative Research at Crédit Agricole CIB. Previously, Dr. Duy worked as a Senior Quantitative Analyst at Deutsche Bank and as a Quantitative Analyst at HSBC Global Banking and Markets. Dr. Duy has a PhD in Statistics from the University of Warwick and has worked on various stochastic volatility models, with a focus on very long-dated options and implementation efficiency.

Links

Previous companies

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Timeline

  • Quant

    April 1, 2024 - present

  • Senior Quantitative Analyst, VP Model Validation

    June, 2022