Regular production of real world Economic Scenarios Generator (ESG) and support the annual benchmark review, technical ESG calibration and validation.
Contributed to the update of the ALM model for diverse derivatives, developed the vital parametric tables and coordinated the UAT test process.
Support the adoption of a risk-neutral economic scenario generator tool for the ALM team, including impact analysis, UAT, and delivery to multiple entities
Responsible for long-term maintenance and risk-neutral ESG production. Analysis of data/results and cash flow projection supporting strategic input to Asset Liability Management (ALM) Strategy
Tool production and quarterly update of ALM Risk Management Information (MI)
Work with local entity Risk, Finance, Chief Actuaries, Product Pricing, Market Risk, Insurance Investment functions
Prepare presentation packs and draft ALM papers for senior management meetings
Actuarial Analyst Co-op
Royal Bank of Canada
09.2020 - 04.2021
Generate liability cash flow output from AXIS valuation models to support the build of the IFRS17 CSM Prototype and the configuration of a vendor CSM calculation tool.
User Acceptance Testing of the vendor CSM calculation tool - design test cases, perform tests and document findings, investigate issues
Assist with identifying and implementing improvements to the process of generating actuarial output
Assist in developing automated tools for reconciliation, and transformation of AXIS output
Collaborate with other IFRS17 teams to coordinate project deliverables
Other tasks related to the IFRS17 project as assigned
Actuarial Consultant Internship
PwC Mainland China And Hongkong
06.2020 - 08.2020
Support the actuarial team in developing conceptual solutions to industry problems and client
Both independently and under the guidance of the team, carry out actuarial research
Collaborate with, and support the team in developing client proposals and designing
Education
Bachelor of Science - Honor Specialization in Actuarial Science
University of Western Ontario
London, ON
Professional Exams
Associate of the Society of Actuaries (ASA)
Passed FSA Modules
Sitting for FSA QFIIRM exam result in October 2023
Sitting for FSA QFIPM exam in 2024
Skill Summary
Rich experience in business programming languages and data analysis tools,including Prophet, GGY Axis, VBA and R
High proficiency in Microsoft Office tools include MS Excel , Word, Powerpoint and Outlook
Project Experience
Rotman School of Management Datathon Case Competition|Awarded 3rd Place|10/2019
Used a company's marketing data set and performed statistical processing computations including hypothesis testing and linear regression
Took the lead to develop the statistical study design, communicating with team members to obtain necessary input
Based on the result of the study, made the recommendation to reallocate the budget to target the customer group
Developed a power point combining the data analysis , a SWOT analysis and the team's recommendations and submitted it for judging
Convolution Neural Network (CNN) Machine Learning and Image Recognition Project
Performed image recognition through CNN machine learning modeling
Started the independent modeling from scratch, and applied CNN image analysis modeling and cross validation to optimize its development and deployment
Researched the application of convolution neural network machine learning in the field of image recognition, optimized its recognition engine, improved recognition efficiency. The accuracy rate of pathology recognition of 500 lung CTs reached up to 84%
Wrote technical documents based on the data and delivered a speech
Completed data modeling, laying a strong foundation for future study
Timeline
ALM Actuarial Analyst
HSBC
07.2022 - Current
Actuarial Analyst Co-op
Royal Bank of Canada
09.2020 - 04.2021
Actuarial Consultant Internship
PwC Mainland China And Hongkong
06.2020 - 08.2020
Bachelor of Science - Honor Specialization in Actuarial Science