Dr. Nguyen Quang Huy

Work experience

• From March 2019 - present: Lecturer of Financial Mathematics, Deputy Head of the Department of Economic Mathematics, in charge of Actuary training programs and Data science training programs.
• From February 2020 - August 2023: Actuarial senior expert at MBAgeas Life.
• From February 2018 - February 2019: Lecturer of Economic Mathematics.
• From February 2018 - May 2019: Actuarial expert at Fubon Life.
• From August 2015 - January 2018: Head of Actuary at MetLife.
• From July 2014 - July 2015: Investment research at Worldquant LLC.
• From September 2011 - July 2014: Research and teaching at ISFA Academy - University of Lyon I

Education and training

• September 2011 - September 2014: PhD in actuarial science in finance and insurance - ISFA Academy - University of Lyon I
• September 2010 - September 2011: Master's degree in risk management - ISFA Academy - University of Lyon I
• September 2008 - September 2010: Master of Actuarial Studies - ISFA Institute - University of Lyon I
• September 2007 - September 2008: Bachelor of Mathematics - University of Lyon I
• September 2004 - September 2007: Bachelor of Financial Mathematics, Faculty of Economic Mathematics - University of Economics
• September 2001 - September 2004: Math Specialist - Le Hong Phong - Nam Dinh

Certificate

• Member of the North American Actuarial Association (SOA)

Scientific publication

• Quang Huy Nguyen and Christian Y. Robert. (2022). Efficient conditional Monte Carlo simulations for the exponentials of Gaussian random fields. Journal of Applied Probability, Volume 59, Issue 2, June 2022, pp. 366 – 383
• Hélène Cossette, Etienne Marceau, Quang Huy Nguyen, and Christian Y. Robert. (2019).Tail Approximations for Sums of Dependent Regularly Varying Random Variables Under Archimedean Copula Models, Volume 21, pages 461–490
• Quang Huy Nguyen and Christian Y. Robert. (2015). Series expansions for convolutions of Pareto distributions. Journal of Statistics and Risk Modeling, Volume 32
• Quang Huy Nguyen and Christian Y. Robert. (2014). New efficient estimators in rare event simulation with heavy tail. Journal of Computational and Applied Mathematics, Volume 261, 1 May 2014, Pages 39-47

Teaching

• Actuarial science: Probability theory, financial mathematics, predictive analytics, Monte Carlo simulation and applied in finance.
• Data analysis: Introduction to data science (application with R).

Book/textbook

• Textbook: Financial asset analysis and valuation models.
• Book: Data science in economics and business (R application).