Quantitative Finance · Sydney, Australia
Master of Quantitative Finance, UTS
Finance professional with 7+ years of real-world experience, now building expertise in derivatives pricing, portfolio optimisation, and risk modelling. Working at the intersection of mathematics, markets, and code.
Background
Before MQF, I spent 7 years in financial accounting and client advisory at Bongiorno & Partners — building cash flow models, interpreting financial statements, and advising clients on tax, lending, and investment structures.
That experience taught me to think carefully about what financial risk actually means in practice, not just in theory. Now I'm combining that domain knowledge with quantitative methods, stochastic processes, and programming.
I'm particularly interested in derivatives pricing, systematic risk modelling, and the application of statistical methods to real market data.
UTS MQF
Derivative Security Pricing Project
Implied vol term structure bootstrapping from CBOE market data. Exotic underperformance option pricing under two-dimensional GBM. Dynamic delta-hedging with daily rebalancing and P&L evaluation at expiry.
Fixed-Income Project
Analyse Australian Government bond data to construct interest rate term structures, fit models to bond prices and evaluate hedging strategies using duration and convexity.
Fixed-Income Project
Bootstrapped daily AGB zero coupon discount factors from 10 years of RBA par yield data. Computed Fisher-Weil duration and convexity. Constructed a duration-neutral hedge for a $120M liability.
Derivatives Project
Optimal hedge ratio for a 2M gallon jet fuel purchase using WTI futures. Modelled a 1.1M barrel forward/futures arbitrage with daily margin call tracking against a $19M capital base.
Risk Management
10-day 99% VaR and ES and 10-day 99% Stressed VaR and ES for an AAPL/IBM options portfolio using four methods: analytical, historical simulation, Monte Carlo Gaussian, and Monte Carlo with bivariate Student's t copula fitted via MLE.
Technical
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Education
Career
Assistant Manager
Bongiorno & Partners · Edgecliff NSW
Led a diverse client portfolio across compliance, tax planning, and performance reporting. Built cash flow forecasts and coordinated with brokers and financial planners on lending and investment structures.
Accountant
Bongiorno & Partners · Edgecliff NSW
Managed complex client portfolios and delivered data-driven recommendations to improve financial performance. Reviewed junior staff work and introduced quality control measures.
Junior Accountant
Andrew Sue & Co. · North Parramatta NSW
Prepared financial statements and tax returns for individuals and small businesses. Supported audit preparation and stakeholder collaboration.
Get in touch
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First name: Hai · Last name: Nguyen · Member no: 10739415