Finance & Analytics

Thuy
(Tyler)
Hoang

MS Financial Analytics candidate at CSULB. CFA Level I candidate. Focused on asset management, quantitative analysis, and fixed income.

CFA® Level I Candidate FINRA SIE Certified JPMorgan Chase

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Background

About Me

I'm a finance professional and graduate student pursuing my Master of Science in Financial Analytics at California State University, Long Beach, with an expected graduation of August 2026. I'm also a CFA Level I candidate, sitting for the exam in August 2026.

My background spans client-facing banking at JPMorgan Chase, quantitative financial modeling, and academic research in fixed income, derivatives pricing, and machine learning applications in finance.

I'm passionate about asset management and the intersection of rigorous quantitative analysis with real-world investment decision-making. I hold the FINRA Securities Industry Essentials (SIE) certification and bring fluency in both English and Vietnamese to client relationships.

3.75

Graduate GPA

3.75

Undergraduate GPA

2K+

Monthly Transactions Processed

Aug
2026

CFA Level I Exam

Selected Work

Academic Projects

Fixed Income · Credit Analysis

Boeing Credit & Financial Statement Analysis

Analyzed Boeing's debt maturity schedule, leverage ratios, and interest coverage using Bloomberg, quantifying the credit risk premium embedded in bond yields relative to Treasuries. Synthesized findings into a forward-looking narrative on Boeing's capital structure and refinancing risk.

Machine Learning · Time Series

WMT Stock Price Prediction with LSTM

Built a Long Short-Term Memory (LSTM) neural network in Python to forecast Walmart (WMT) stock prices using historical market data. Evaluated model performance using RMSE and visualized predicted vs. actual prices to assess accuracy and trend-following behavior.

Derivatives · Stochastic Calculus

Monte Carlo Simulation — Derivatives Pricing

Modeled asset price dynamics using Geometric Brownian Motion (GBM) to simulate thousands of price paths and estimate option payoffs in Python. Applied stochastic calculus concepts to validate outcomes under risk-neutral pricing.

Quantitative Finance · Python

Financial Analysis with Python

Built OLS regression models to estimate stock betas, alphas, and multi-factor model coefficients from historical market data, enabling systematic factor exposure analysis across equities.

Valuation · Financial Modeling

Quantitative Company Analysis

Developed advanced spreadsheet models for financial statement analysis, ratio benchmarking, and cash flow forecasting. Produced DCF valuation scenarios under base, optimistic, and downside cases.

Experience & Credentials