Overview
Work History
Education
Professional Exams
Skill Summary
Project Experience
Timeline
Generic

Yunyang Zhang

Hong Kong

Overview

4
4
years of professional experience

Work History

ALM Actuarial Analyst

HSBC
07.2022 - Current
  • 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

University of Western Ontario
Yunyang Zhang