Hi, I'm Ngoc Minh NGUYEN

I'm a quantitative risk analyst based in Bordeaux, France. Outside of work, I build independent finance tools — backtesting engines and portfolio risk dashboards. This page tracks my education, experience, and the things I've built.

Currently learning: derivatives and option pricing.

Email · GitHub · LinkedIn Download CV (PDF)

Education

Master 2 Advanced Studies and Research in Finance - Research Track (M.Sc. in Finance)

2023–2024

IGR-IAE — Rennes, France

Ranked first in class, graduated with the mention Très Bien (highest honors).

Coursework in quantitative finance, risk management, and financial econometrics. Thesis on Machine Learning in French stock markets under the supervision of Mr. Souleymane LAMINOU ABDOU.

Msc of Engineering in Applied Mathematics

2019–2024

INSA de Rennes — Rennes, France

Coursework in applied mathematics, numerical methods, and optimization. Thesis on the application of Applied Mathematics in Model Risk Management at BNP Paribas.

Exchange Program in Mathematics Department

Feb 2023 – Jun 2023

Korean Advanced Institute of Science and Technology (KAIST) — Daejeon, South Korea

Coursework in Business Intelligence, Data Science, and Bayesian Statistics. GPA: 90.33/100.

Baccalauréat, Mathematics Option

2016–2019

High School for Gifted Students, Hanoi University of Education — Hanoi, Vietnam

Experience

Quantitative Risk Analyst

Nov 2024 – Present

BNP Paribas · Risk Architecture — Bordeaux, France

Lead the monthly IFRS 9 provisions reporting, ensuring reliability and on-time delivery.

Analyze the Retail portfolio (exposure above €100M), identifying the main risk concentrations.

Run impact simulations on EAD, LGD, and PD.

Optimize existing reporting tools, cutting the reporting process from several days to 2 hours.

Study the risk factors driving PD changes across customer segments.

Tech stack: SAS, Python, VBA, Power BI.

Model Risk Analyst

May 2024 – Oct 2024

BNP Paribas — Bordeaux, France

Developed a Model Risk Rating (MRR) model used to rank the risk of more than 100 models: data collection, machine learning, hyper-parameter tuning, and continuous optimization.

Data Scientist

Jun 2023 – Sep 2023

NexGuard (now part of NAGRA) — Rennes, France

Skills

Programming: Python (pandas, scikit-learn, Streamlit), SAS, VBA, JavaScript
Quantitative methods: Credit risk (PD, LGD, EAD), IFRS 9 provisioning, model risk, VaR / expected shortfall, Monte Carlo simulation, stochastic calculus, machine learning, credit scorecards (WOE / IV)
Tools: Power BI, Dataiku, Bloomberg, Git / GitHub Actions
Languages: Vietnamese (native), English (full professional), French (full professional)

Projects

Projects, marked live as they ship.

Sym	Name	Type	Status
PULSE	France Economic Pulse Daily open-data nowcast of French industrial production — 5% lower error than a naive benchmark over a 127-month walk-forward backtest.	Macro / Nowcasting	● LIVE → SOURCE WRITE-UP
PD	PD Credit Scorecard Interactive PD scorecard on 150k Kaggle loans — WOE binning, a score simulator, and validation (test AUC 0.85, Gini 0.70, KS 0.55).	Credit Risk / Scoring	● LIVE → SOURCE May take ~30 s to wake up
SDE	Visual Stochastic Calculus From Brownian motion to Black–Scholes, Heston, and diffusion models — 11 interactive chapters with runnable Python.	Stochastic Calculus / Learning	● LIVE → SOURCE
DIST	Distribution Lab 16 probability distributions to explore, fit to data by MLE, and run through Monte Carlo VaR scenarios.	Probability / Statistics	● LIVE → SOURCE
Earlier projects
SENT	Financial Sentiment Dashboard Market data + financial news, scored locally with VADER & FinBERT — no API cost.	NLP / Markets	● LIVE → SOURCE May take ~30 s to wake up
RISK	PEA Risk Lab Risk analysis for 20 French stocks and 7 UCITS ETFs — VaR, CVaR, beta, and a minimum-variance optimizer.	Risk / Portfolio Management	● LIVE → SOURCE May take ~30 s to wake up
SIM	Strategy Simulation Market data + strategy testing — DCA, momentum, and a 1,000-path block-bootstrap Monte Carlo.	Strategy / Backtesting	● LIVE → SOURCE WRITE-UP May take ~30 s to wake up