WORK EXPERIENCE

ANH TRAN (Alice) 336 Washington Ave, Union, NJ | 917-992-7060 | quynhanh295@gmail.com

ASSOCIATE - MARKET RISK, KPMG LLP. – New York, NY July 2014 – Present • Build independent pricing models for financial instruments, specialized on derivatives and exotic options; and

compare with PV and risk factors from Client to justify the valuation in financial statements • Participate in building in-house CVA model and help Client on measuring different Fair Value adjustments (XVA) • Review interest rate models for top tier banking Clients, and verify conceptual soundness, input quality, coding

function and testing, to improve the model quality • Consult on model documentation and CCAR reporting for different trading desks: fixed incomes, equity and

commodities RISK CONSULTANT, Office of State Comptroller - Hartford, CT Jun 2013 - Dec 2013 • Researched and designed payment models and tested scenarios for Connecticut State’s insurance as a part of

Medicare Practice so that the State Office could meet its cash flow needs. • Consulted two Accountable Care Organizations (ACO) clients in order to build a comprehensive Enterprise Risk

Management (ERM) model, and to mitigate Hazard Risk, Financial Risk, Operational Risk, and Strategic Risk. LETTER OF CREDIT UNDERWRITER, Bank of Foreign Trade - Hai Duong, Vietnam Jan 2012 - Jul 2012 • Evaluated credit worthiness and verified credit lines for seven corporate clients in manufacturing industry,

based on Financial Statements, inventory, and business projection. • Instructed clients on how to build their reports in compliance with Basel II and UCP 600, thus aligning their credit

wealth with international standards and facilitating trades with foreign partners. • Ensured transparency and completeness of payment transactions with counter-party banks through SWIFT

telecommunication system. ACCOUNTANT, Manulife Vietnam - Hanoi, Vietnam Dec 2010 - Nov 2011 • Built daily accounting reports by aggregating Journal Entries for transactions related to insurance premiums. • Supervised Asset Management teams in structuring a $10 million mutual fund so that their investment activities

were diversified and low-risk consumed; instructed them to prepare Net Assets Value (NAV) reports. • Coordinated with actuarial department to develop more customized products combining Insurance and Investment

services in Emerging Markets with changing legal environments.

SKILL SUMMARY • Quantitative Skills: Pricing, credit analysis, modeling, statistical coding, financial engineering, P&L analysis, Var, CCAR • IT/Technical Skills: MS Office (Word, Excel, Access, PowerPoint, Visio), Data Language (R, VBA, Eview, SQL, Matlab,

Business Intelligence), and financial software (FINCAD, RiskMetrics, Numerix, Intex, Bloomberg Terminal) • Financial Risk Management (FRM) passed all levels

EDUCATION & ACHIEVEMENTS UNIVERSITY OF CONNECTICUT - Stamford, CT Dec 2013 M.S. in Financial Risk Management, GPA: 3.8/4.0 Selected courses: Risk Modeling, Financial Risk Management, Strategies and Risk Management, Internal Control Risk NATIONAL ECONOMICS UNIVERSITY – Hanoi, Vietnam Aug 2012 B.A. in Banking-Finance, GPA: 3.7/4.0 Selected courses: Business Law, Corporate Finance, Financial Accounting, Insurance, Econometrics, Banking Management, Capital Market & Institution, and Investment

ACTIVITIES Tutor, University of Connecticut - Stamford, CT Dec 2012 – May 2013 • Tutored groups of 15 MBA students about Excel, VBA, and Matlab to boost their Data Analysis skills. • Assisted professors with teaching materials and supported students in modeling group projects. RESEARCH PAPERS “Dot Com Bubble VAR”, University of Connecticut, MSFRM “Gold prices and macro factors”, National Economics University, Advanced Finance

Spring 2013 Spring 2012