Khoa Nguyen
New York,NY
Summary
Motivated professional with seven years of experience in financial and machine learning models, specializing in mortgage products. Strong problem-solving skills, complemented by extensive coding and analytical expertise, to deliver business results.
Overview
10
10
years of professional experience
Work History
VP, Model Risk Management
Goldman Sachs
New York, NY
06.2022 - Current
- Led the validation of significant Tier-1 models used in IB and mortgage trading, including Agency and non-Agency mortgages, for risk management and regulatory purposes.
- Facilitated collaboration with other teams in the Risk division and mentored junior members to align and drive risk management efforts.
Model Review Group, VP/Associate
JPMorgan Chase
Jersey City, New Jersey
05.2018 - 05.2022
- Validated top-tier models, forecasting residential mortgage portfolio losses for regulatory exercises.
- Developed analytic tools and benchmarking models in Python and R, using machine learning techniques to predict prepayment.
- Executed big data queries and analyses, enhancing research quality and business communication.
Visiting Assistant Professor
University of California Berkeley
Berkeley, California
09.2015 - 05.2018
- Conducted research in symplectic topology and geometry.
- Taught advanced undergraduate courses in Real Analysis, Complex Analysis, Differential Topology, and Algebraic Topology.
- Guided individual readings for undergraduate students to deepen understanding.
Education
Ph.D - Mathematics
Stanford University
Palo Alto, California05.2015
Bachelor of Science - Mathematics
Massachusetts Institute of Technology
Cambridge, Massachusetts05.2010
Skills
- Financial and statistical modeling
- Risk model validation
- Programming languages: Slang, Python, and R
- Data analysis with SQL
Affiliations
YouTube music channel co-founder with over 100K subscribers.
Timeline
VP, Model Risk Management
Goldman Sachs
06.2022 - Current
Model Review Group, VP/Associate
JPMorgan Chase
05.2018 - 05.2022
Visiting Assistant Professor
University of California Berkeley
09.2015 - 05.2018
Ph.D - Mathematics
Stanford University
Bachelor of Science - Mathematics
Massachusetts Institute of Technology
Similar Profiles
ANUSHA VIJAY SHETANUSHA VIJAY SHET
Financial Treasury Analyst at Goldman SachsFinancial Treasury Analyst at Goldman Sachs
Daisy MoralesDaisy Morales
Phone Representative at Goldman SachsPhone Representative at Goldman Sachs
DESTINI MARSHDESTINI MARSH
FRAUD INTELLIGENCE ANALYST at Goldman SachsFRAUD INTELLIGENCE ANALYST at Goldman Sachs
Keenesha BennettKeenesha Bennett
TIER 2 SPECIALIST at Goldman SachsTIER 2 SPECIALIST at Goldman Sachs
Norman Trotter IVNorman Trotter IV
Administrator, Participations and Special Projects at Warner Bros. Discovery: Finance, Contract, Reporting & Administration (FCRA)Administrator, Participations and Special Projects at Warner Bros. Discovery: Finance, Contract, Reporting & Administration (FCRA)