Actuarial Consulting
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I am currently a master's student at SFU with several years of work experience in the insurance industry and consulting.
Ernst & Young (Senior, Strategy, and Transactions) 2021-2022
Model conversion project for Bank Taiwan Life Insurance from Alfa to Prophet
– Worked on ALS model conversion, including equity, mortgage, CMO, Bond (coupon, callable,
accretion,...), etc
– Created technical documents for the Prophet ALS module and the corresponding reconciliation excel templates
IFRS17 Reporting system project (RCP and SAS)
– Verified the discounting logic of the RCP reporting system
– Customized calculations for yield-to-date reporting (only period-to-period reporting is available in former version)
– Customized calculations for risk driver
– Verified and modified the calculation logic for all variables in RCP, e.g. FCF, BEL, CSM, RA, CSM
Amortization, Acquisition Cost, RA release, etc
National Chengchi University (RA, Department of Money and Banking)
– Studied catastrophic bond and insurance-linked securities-related issues
– Worked on empirical research on pandemic and catastrophe loss instruments
– Modelled pandemic events with an extended SEIR model
– Designed and maintained the website of the financial engineering center at NCCU
Cathay Life Insurance Company (Actuarial Analyst, Model Team) 2017-2019
– Imported new products, including life products, investment-link products, and variable annuities.
– Developed, maintained, and improved the asset/liability module in Prophet
Economic Scenario Generator (ESG) project
– Improved efficiency by using dimensionality reduction and introducing parallel computing
– Modified the incorrect program to make scenarios meet assumptions
– Prepared a validation report for economic scenarios from ESG
– Designed and developed the UI interfaces of ESG
– Generated and analyzed scenarios and assisted ALM in economic capital analysis
Internal model technical manual writing
– Asset module (Prophet)
– Variable annuity module (Prophet)
– Economic scenario generator (Matlab, R)
Panel member of the annual actuarial report (2018 and 2019)
– Analyzed the surplus of some segmented accounts
– Analyzed the economic scenarios provided by the Insurance Development Bureau
– Developed the scenario conversion tool for Prophet to read
Simon Fraser University (2022-Present)
National Chengchi University (Graduated 2016)
