Career Profile
I earned my master’s degree in financial engineering and my bachelor’s degree in actuarial science, both at the University of Illinois at Urbana-Champaign. I have passed three actuarial exams, including Exam P, Exam FM, and Exam IFM, and I am currently pursuing to attain the Associate of the Society of Actuaries. With my academic background and internship experience, I’ve developed my programming skills in Excel VBA, SQL, MATLAB, Python, R, and C++. You can download this my resume here.
Education
Courses:
- Machine Learning in Fin Lab (Python)
- Risk Management
- Optimization in Finance
- Statistical Methods in Finance (R)
Honors:
- Dean’s List Fall 2018
- Dean’s List Spring 2019
exam
Experiences
- Built stochastic model and implemented Monte Carlo Simulation method to predict 1,000 possible future account values in order to price Guaranteed Minimum Death Benefit (GMDB) and Guaranteed Minimum Maturity Benefit (GMMB) products
- Conducted sensitivity analysis on how 1% change in assumptions, such as expected return and volatility, would affect the value of the guarantees in variable annuity products
- Provided a 15-minute individual presentation on the final project regarding of guarantees in variable annuity products in front of the vice president and 6 managers from different actuarial departments
- Compared 5 variable annuity products from different countries based on their benefits and charges, which helped sb design products offering more options for the policyholders
- Researched on how COVID-19 affects the market and profit/loss on guaranteed products using 6-month of historical data on 5 different indices and insurance companies’ quarterly financial reports
- Designed a new life insurance for fetus which provides coverage on 45 congenital major diseases and 5 mental diseases, while mental disease had never been considered in life insurance policies in Taiwan
- Assisted in building and generating pricing model using Excel for several health insurance policies
- Analyzed the demand and the costs for palliative care at home, and provided 3 different solutions on how the original policy may be changed to benefit the policyholders
- Analyzed the relationship between TAS and underlying crude oil futures contracts using 12-month trading data and wrote technical documentation
- Used Python to build a model predicting price change of underlying crude oil futures contracts from the trading volume of TAS contracts within 1-minute, 5-minute, and 10-minute intervals
- Visualized the distributions of order imbalance of 100-tick buckets and bid-ask spreads during the settlement period in order to select significant features to predict the trading volume of crude oil futures
- Studied 4 reference papers to have a better understanding of risk and reinsurance contracts, especially focusing on stop-loss, quota-share, and change-loss functions
- Used MATLAB to conduct numerical analysis to discover how certain criteria affect the optimal solution
LEADERSHIP
Team Leader of Business Innovation Competition in Nan Shan Life Insurance Co., Ltd
- Led 7 team members brainstorming on how Artificial Intelligence and blockchain could help accelerate the process of underwriting and claim settlement, and won the 2nd prize of the competition
UIUC Taiwan Student Association
- Held large activities with more than 100 people attending, such as New Year Eve party, Taiwanese night market and Mid-autumn festival BBQ