MRM PHONG PHAM

A: 9 Chaleyer St, Reservoir VIC 3073 M: 0432297333 E: phongphamvtc@gmail.com

Career Objective
I am looking for opportunities that will enable me to apply my knowledge and experience
in quantitative/financial research and teaching as well as data/investment analysis. As a
PhD candidate in Finance, I have nearly two years of experience doing research and three
months of teaching experience in financial econometrics and quantitative finance. My
research/teaching involves analysing time series data across a range of markets using a
variety of statistical and applied econometric methods. In addition, I have more than four
years of experience working in investment analysis for a petroleum company. In the
petroleum economist position. I was responsible for determining economic inputs,
calculating and evaluating investments, quantifying risks and investment report.

Key Skills
Ability to develop new ideas and
conduct independent research
Research expertise in Return
Predictability, Market Efficiency and
Capital Market integration
Ability to convey complicated
mathematical and financial concepts
in a straightforward manner
Ability to communicate complex
subjects to audiences with a wide
variety of backgrounds
Ability to solve complex problem
Strong quantitative and analytical skills
Solid understanding of how to program
in R and apply R packages to run
econometrics/financial models,
conduct statistical tests and analyse
data
Proficient in Excel, Eview, Datastream
Broad experience with econometrics
modelling and data analysis
Experience in investment evaluation
for upstream oil and gas industry
Ability to develop new financial/
economic models
Cross-functional networking
Project management
Collaborative teamwork
Negotiating & Influencing

Education and Career Summary

02/2017 Present Tutor Econometric Method Course La Trobe University
Melbourne, Australia
07/2015 Present PhD. in Finance La Trobe University
Melbourne, Australia
11/2013 06/2015 Petroleum Economist Petro Vietnam Exploration & Production Corp
Hanoi, Vietnam
08/2011 10/2013 Master in Economics University of Trento
Trento, Italy
12/2008 05/2011 Petroleum Economist Petro Vietnam Exploration & Production Corp
Hanoi, Vietnam
09/2002 06/2007 Bachelor of Hydraulic Economics Water resources University
Hanoi, Vietnam

Visa status

As an international PhD student, I hold a visa subclass 574 which allows me to work
unlimited hours until Feb 2020 with possible extension to 2024. When I finish my PhD in
August 2017, I will be able to apply for Permanent Residency under the State of
Victorias sponsor program.

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 MRM PHONG PHAM
A: 9 Chaleyer St, Reservoir VIC 3073 M: 0432297333 E: phongphamvtc@gmail.com
PhD Research abstract

Until present, my PhD thesis comprises three empirical studies.

The first study investigates return predictability of ASEAN stock markets from the pattern
of past price changes by adopting three autocorrelation-based tests under the
Martingale Differences Hypothesis. While past evidence of return predictability on stock
markets may be imprecise due to the use of efficiency tests with low power, this study
uses the wild bootstrap automatic variance ratio test, automatic portmanteau test, and
joint sign test that possess superior statistical properties. These tests are applied to the
stock returns using moving sub-sample windows to capture the time variation in the
degree of return predictability. The empirical results show that stock returns in Thailand
and Singapore market can not be predicted for the period investigated (1999-2015).
The other ASEAN stock markets except for Malaysias one show a decline in return
predictability post the global financial crisis of 2007. The findings reveal evidence that
supports the adaptive market hypothesis and reflects positive impacts of the ongoing
financial liberalization processes as well as policy reforms in the ASEAN region.
The second study examines whether the stock returns of ASEAN markets are predictable
from a range of predictors including the financial ratios (dividend yield and earning
price ratio), macroeconomic indicators (bill rate and term rate), and technical
variables (ratio of risers to fallers and change in trading volume). The Improved
Augmented Regression Method of Kim (2014) is applied over the general p-lag
predictive regression model to capture the return predictability of studied variables. The
empirical results show that ASEAN stock returns are predictable in-sample but little
predictable out-of-sample from 1999 to 2016. In addition, they clearly communicate
that by using predictive regression models, investors with available public information
will not beat the market to gain excessive profit. Overall, the findings reveal evidence
that supports the semi-strong form efficiency of ASEAN stock markets.
The third study explores the co-movement among ASEAN markets as well as between
these markets vis-a-vis four international stock markets (China, Europe, US and
Australia). In addition, it also investigates the asymmetric effect in the volatilities and
correlations of stock markets as well as the impact of the global financial crisis 2007
(GFC), ASEAN Economics Community establishment 2015 (AEC) and geographical
position to the integrated degree of ASEAN markets. For methodology, the standard
GARCH and GJR-GARCH models are applied to measure the volatilities of stock
markets while the DCC-MGARCH and ADCC-MGARCH models are applied to
calculate the conditional correlations between stock markets. The empirical results
show that the correlations are higher and more fluctuated among ASEAN markets than
between ASEAN markets and international stock markets. In general, the correlation
increased over time, especially after the GFC and AEC. The stock markets also exhibit
asymmetry in the conditional variances but not in the conditional correlation, pointing
to the importance of applying a sufficiently flexible econometric framework for
calculating variances of ASEAN stock returns.

Employment History
MAR 2017 PRESENT TUTOR-LA TROBE UNIVERSITY

In this position, I have taught as a tutor for Econometric method course at master level.
Responsibilities:
Participating in training and development sessions to improve tutoring practices and
learn new tutoring techniques.
Preparing and facilitating tutoring workshops and collaborative projects for small
groups of students.
Organising tutoring environment to promote productivity and learning.

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 MRM PHONG PHAM
A: 9 Chaleyer St, Reservoir VIC 3073 M: 0432297333 E: phongphamvtc@gmail.com
Monitoring student performance and assisting students in academic environments,
such as classrooms or computing centres.
Reviewing class material with students by discussing text and working on solutions to
solve problems.
Providing feedback to students using positive reinforcement techniques to encourage,
motivate, or build confidence in students.
Researching textbooks, software, equipment, or other learning materials to
complement tutoring.
Scheduling tutoring appointments with students.
ACHIEVEMENTS:
I have helped more than 30 master students in Financial Analysis/Business
Analytic/Statistics to thoroughly understand the applications of Econometrics methods
in Financial Analysis.

JUNE 2015 PRESENT PhD. IN FINANCE-LA TROBE UNIVERSITY

In this position, I have been working on three research projects focusing on stock return
predictability, stock market volatilities and stock markets correlations.
Responsibilities:
Reviewing the literature regarding the research topics.
Thinking about the existing problems in the literature.
Setting research questions.
Collecting data.
Proposing methods and programming these methods (in R) to answer research
questions.
Analysing and discussing implications of results.
Writing papers to report results.
Participating in advanced financial subjects such as Advance Time Series Econometric,
Advance Finance and PhD Capstone course in Financial Econometrics.
ACHIEVEMENTS:
Through PHD training, I have achieved a solid foundation in econometrics methods,
financial theories and financial data analysis as well as a deep understanding of
research fields. In addition, I developed a high level of self-motivation and ability to
initiate and conduct independent research. I also obtained broad experience in
handling large amounts of data, the ability to solve complex problem, the ability to
think through business problems in a systematic and rigorous manner, the ability to
communicate complex subjects to audiences with a wide variety of backgrounds,
along with Proficiency in R programming, Excel, Word, Power point, Eview and
Datastream.

DEC 2008 JUNE 2015 PETROLEUM ECONOMIST-PVEP

In this Petroleum Economist position, I was responsible for coordinating various departments
inside PVEP to produce inputs for economic models, investment evaluating and investment
report for petroleum projects. I also had to study and update the effects of government fiscal
and monetary policies, expenditure, taxation as well as other budgetary policies on the
petroleum projects.
Responsibilities:
Analysing interrelationships between economic variables and studying the effects of
government fiscal and monetary policies, expenditure, taxation and other budgetary
policies on the petroleum projects.
Researching, analysing and assessing the effects of labour market programs, industry
policies and programs on economic growth, welfare, education and training.
Preparing project economics calculation.
Building and reviewing Economic Models.
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 MRM PHONG PHAM
A: 9 Chaleyer St, Reservoir VIC 3073 M: 0432297333 E: phongphamvtc@gmail.com
Investigating international and national economic situations, and particular features of
Petroleum industries.
Analysing trends and advising on economic issues such as taxation levels, petroleum
prices, interest and exchange rates.
Forecasting changes in the economic environment for short term budgeting, long term
planning and investment evaluation.
Working with the different divisions, partners and government officers to ensure
consistency across the organizations economic analysis.
Formulating recommendations, policies and plans for corporate strategies and
investment, and undertaking feasibility studies for projects
Preparing reports on findings.
ACHIEVEMENTS:
During my time working in this investment analysis position, I was responsible for
evaluating more than twenty major upstream petroleum projects including exploration
projects, production projects, farm in and farm out projects along with bidding projects
and joint operating projects. As a result, I had well-developed my organizational ability,
my ability of high attention to detail as well as my deadline-driven planning skills under
high pressure. In addition, my ability to communicate effectively, both written and
verbally and my ability to collaborate with different global markets and establish
rapport has been confirmed in my success in developing relationships with wide ranges
of government officers, colleagues in different time zone as well as providing high-
quality reports when required. I have also acquired good analytical thinking and
problem-solving skills since researching, analysing upcoming policies and proposing
strategies to overcome potential hurdles were an important part of my work.

Presentation
4/2017 8th Financial Markets and Corporate Governance Conference PhD
symposium, Victoria University of Wellington, Wellington, New Zealand.
Presentation title: Stock return predictability of ASEAN markets.
8/2016 9th Vietnam Economist Annual meeting, Danang University of
Economics, Danang, Vietnam.
Presentation title: Weak-form efficiency of ASEAN stock markets.
5/2007 Scientific Research Conference for students, Water Resources
University, Hanoi, Vietnam.
Presentation title: Calculation of economics value of household water
in Red river basin.

Honors & Awards

6/2015 La Trobe Postgraduate Scholarship, La Trobe University, Australia.
(This scholarship valued $ 27 600 Aus dollars/year for 3 years. Normally,
2 scholarships are offered to two PhD candidates each year to do
research at Department of Economics and Finance, La Trobe
University).
6/2015 La Trobe Full Fee Scholarship, La Trobe University, Australia.
(This scholarship valued all tuition fee of around $ 26 000 Aus dollar/year
for 3 years. Normally, 2 scholarships are offered to two PhD candidates
each year to do research at Department of Economics and Finance,
La Trobe University).
8/2011 Opera scholarship, University of Trento, Italy.
(This scholarship valued 11 000 Euro/year for two and a half years. The
Master in Economics Program - University of Trento often awarded 2
scholarships each year to Vietnamese students).
5/2007 Second best paper award for student doing science research,
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 MRM PHONG PHAM
A: 9 Chaleyer St, Reservoir VIC 3073 M: 0432297333 E: phongphamvtc@gmail.com
Water Resources University, Hanoi, Vietnam.

Professional Development
03/2010 Petroleum Project Economics and Risk Analysis organized by
International Human Resources Development Corporation.
07 - 10/2008 The Petro Vietnam Exploration and Production Corporation orientation
training program covering Petroleum Geology, Geophysics, Reservoir
Engineering, Productions & Transportation, Petroleum Economy,
Petroleum Auditing, Accounting & Finance, Petroleum Law, Petroleum
contracts and Project Management, Tendering and Commerce, and
soft skill courses.

Volunteer Activities
2004 - 2006 Teacher - English class for children
Volunteer Club - Water Resources University Hanoi - Vietnam
2003 - 2005 Educator and Supporter for street children
Youth Volunteer Club Vietnamese students magazine Hanoi - Vietnam
2004 - 2006 Educator Living Values Program
Living Values Educator Network - Hanoi Vietnam
(http://www.livingvalues.net/)

Additional Skills
Computing Proficient: R Programming, Eview, MS Office, Datastream.
Basic: MATLAB Programming, STATA. Bloomberg

Language Skills English: Fluent (IELTS 7/9)

Vietnamese: native
Spanish, Italian and French: Intermediate level

Professional References

Prof. Jae H Kim Dr Doureige Jurdi

First supervisor PhD. in Finance.
College of Arts, Social Sciences and
Commerce
La Trobe Business School
Department of Economics and Finance
T: +61 3 9479 6616
E: j.kim@latrobe.edu.au
Second supervisor PhD. in Finance.
College of Arts, Social Sciences and
Commerce
La Trobe Business School
Department of Economics and Finance
T: +61 3 9479 3125
E: d.jurdi@latrobe.edu.au

Prof. Cuong LE VAN Mrs. Thi Hai Thanh NGUYEN

Director - Centre dEconomie de la
Sorbonne (CES), Paris 1 University
106-112 boulevard de lHpital, 75013
Paris.
T: +33 01 44 07 82 91
E: Cuong.Le-Van@univ-paris1.fr
Former Deputy General Manager,
Investment and Business Development
Division, Petro Vietnam Exploration and
Production Corporation
M: +84 983 361 255
E: thanhnth@pvn.com.vn

Last updated: 23 April 2017

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 MRM PHONG PHAM
A: 9 Chaleyer St, Reservoir VIC 3073 M: 0432297333 E: phongphamvtc@gmail.com