New York, New York, United States
- Property & Casualty pricing - Treaty & Fac reserving - CAT modeling
• Demonstrated Excel and VBA expertise in accurately computing statutory reserves, profit tests, stress tests, risk margins, and embedded values for specific life insurance products under GAAP and Solvency II regulatory standards • Acquired in-depth knowledge and practical experience in actuarial software Prophet, combined with VBA to update monthly rates for cash flow modeling projects, subsequently leveraging the outputs for advanced reserving analysis • Assisted in revising mortality rate definitions and calculations essential for pricing traditional life insurance products • Spearheaded the optimization of the YunQue actuarial data system in collaboration with system providers, improving the efficiency of assumption table uploads by 10% and guaranteeing data update and filter precision
• Undertook comprehensive data processing cycle on borrowers’ profiles, encompassing data importing the generation of DTI/APR/LTV ratios through data manipulation, cleaning, standardization, validation, and visualization • Scrutinized the credit history (FICO scores) and financial records of new loan requests in line with revised HELOC and mortgage policies, procedures, and regulations during the COVID-19 pandemic to propose loan structures • Supervised and assisted in the daily tasks of credit underwriting while handling loan processing, successfully achieving a 100% loan approval rate by detecting, addressing, and resolving issues within acceptable risk levels • Collaborated with third parties to secure an average of ~$13 million in loans monthly for over 360 clients, contributing to a 20% increase in company revenue • Optimized Python code to streamline daily home loan mortgage rate updates on the company website, achieving a 30% improvement in accuracy for lender comparisons
1. Graded homework regarding proving actuarial theorems 2. Consolidated actuarial-related knowledge and enhanced logic-thinking ability in dealing with problems 3. Coached students how to find the right axioms and definitions when proving similar theorems
• Utilized MATLAB to conduct a comprehensive analysis of 10 years of stock data, filtering and cleaning the dataset to select 111 stocks used for implementing the back-test model to evaluate a dividend strategy • Contributed to the design and implementation of a monthly portfolio rebalancing model, ensuring that the dividend strategy selected was consistently aligned with client objectives and market condition