- Blog
- CV generator
- Community
- Documentation
yuntien lee
Taipei, Taiwan
A diligent professional experienced in actuarial modeling and risk analysis. A creative consultant specialized in computer model building and verification. An easy-going team player with strong business communication skills. Specialties: Business - budgeting, business strategy developing, public speaking Fellow of The Society of Actuaries GARP Financial Risk Manager Passed CFA Level 1, Level 2, and Level 3 Computer - Proficient in C/C++, Java, Delphi, Perl, PHP/SQL, FoxPro, Matlab, R, Microsoft Office, Bloomberg Integration of C/C++ and Matlab derivative modeling with Bloomberg information AFM, ReMetrica actuarial software consulting Language - Native in Chinese, Fluent in English, Conversational in Japanese
CodersRank Score
What is this?
This represents your current experience. It calculates by analyzing your connected repositories. By measuring your skills by your code, we are creating the ranking, so you can know how good are you comparing to another developers and what you have to improve to be better
Information on how to increase score and ranking details you can find in this blog post.
63.7
CodersRank Rank
Top 6%
Top 1
Julia
Developer
Taiwan
Highest experience points: 0 points,
0 activities in the last year
Julia
63.4
exp.
List your work history, including any contracts or internships
Milliman Full-time
Jun 2018 - Nov 2021 (3 years 5 months)
Head of Advanced Analytics
Working on numerous data analytic projects to advance business, including
- claim fraud detection, where a number of standard anomaly detection algorithms are implemented for example tSNE, isolation forest and clustering, as well as our proprietary information theoretic method
- agent behavior modeling, including agent based modeling and life cycle analysis
- health care cost prediction, hierarchical condition category, including Markov processes and decision tree regression
Several techniques involved
- recursive to iterative to reduce program overhead and boost performance, on pattern covers in fraud detection and decision tree implementation
- serial to parallel on looping through data samples in healthcare costs and statutory reserve requirements on variable annuities
- detailed documentation and tweaks to standard libraries
- cost benefit analysis on various algorithms
- debugging especially using edge cases and testing on small and large data sets
- full stack implementation into online systems
- claim fraud detection, where a number of standard anomaly detection algorithms are implemented for example tSNE, isolation forest and clustering, as well as our proprietary information theoretic method
- agent behavior modeling, including agent based modeling and life cycle analysis
- health care cost prediction, hierarchical condition category, including Markov processes and decision tree regression
Several techniques involved
- recursive to iterative to reduce program overhead and boost performance, on pattern covers in fraud detection and decision tree implementation
- serial to parallel on looping through data samples in healthcare costs and statutory reserve requirements on variable annuities
- detailed documentation and tweaks to standard libraries
- cost benefit analysis on various algorithms
- debugging especially using edge cases and testing on small and large data sets
- full stack implementation into online systems
Gen Re Full-time
May 2016 - Jun 2018 (2 years 1 month)
Analytics Manager
ACE Group Full-time
7 years 7 months
Regional Actuarial Manager
Oct 2012 - Apr 2016 (3 years 6 months)
Worked on numerous data analytic projects to advance business, including
- claim fraud detection, where a number of standard anomaly detection algorithms are implemented for example clustering and principle component analysis
- agency force persistency analysis, including generalized linear models and life cycle analysis
- dynamic lapse model, including maximum likelihood parameter estimation and neural network
- bank channel searching, where pattern matching is used predominantly
- claim fraud detection, where a number of standard anomaly detection algorithms are implemented for example clustering and principle component analysis
- agency force persistency analysis, including generalized linear models and life cycle analysis
- dynamic lapse model, including maximum likelihood parameter estimation and neural network
- bank channel searching, where pattern matching is used predominantly
Sub-Manager, FSA, FRM
May 2007 - Jun 2011 (4 years 1 month)
• Designed traditional and unit-linked insurance and annuity products
o VA with GMDB/GMWB
o VUL with CPPI/TIPP
o Guaranteed issue whole life insurance
• Did research on GMxB pricing and valuation issues
o Scenario generation under risk-neutral or real-world situations
o Lapse rate study, in-the-money/out-of-the-money analysis, top-up/partial surrender analysis
o Risk analysis and hedge implementation
• Prepared various reserve reports on statutory, US GAAP and China GAAP bases
o Experience study on expense allocation, mortality/accident rate analysis
o Appointed actuary annual report
o Loss recognition and recoverability tests
o Automation of true up for unit-linked insurance products
o Building new US GAAP and China GAAP models and offering consulting services
• Verified structured note prices in combination with Bloomberg information
o Using C++ programs developed from scratch
o Implementing ideas from Bloomberg API, numerical analysis and derivative concepts, including Cholesky Decomposition and Adaptive Mesh Model
• Made business strategy, budget plans and financial projections
o Communication between chief actuary, channels, finance and investment departments
o Assisting in assumption setting and decision making
• Built valuation and reinsurance premium calculation systems
o Using SQL, FoxPro and VIPitech asset liability valuation systems
o Collaboration with IT, finance and investment departments
Team Projects included
Monthly Valuation System, which calculates Statutory and GAAP reserves using data processing with SQL in FoxPro and using VIPitech system
Reinsurance Billing System, which calculates reinsurance bills using SQL in FoxPro
VIPitech source code in C++ study
Structured Notes Verifier, a C++ based application that verify structured note prices using simulation and real time information from Bloomberg system
Actuarial Systems for other affiliate companies
o VA with GMDB/GMWB
o VUL with CPPI/TIPP
o Guaranteed issue whole life insurance
• Did research on GMxB pricing and valuation issues
o Scenario generation under risk-neutral or real-world situations
o Lapse rate study, in-the-money/out-of-the-money analysis, top-up/partial surrender analysis
o Risk analysis and hedge implementation
• Prepared various reserve reports on statutory, US GAAP and China GAAP bases
o Experience study on expense allocation, mortality/accident rate analysis
o Appointed actuary annual report
o Loss recognition and recoverability tests
o Automation of true up for unit-linked insurance products
o Building new US GAAP and China GAAP models and offering consulting services
• Verified structured note prices in combination with Bloomberg information
o Using C++ programs developed from scratch
o Implementing ideas from Bloomberg API, numerical analysis and derivative concepts, including Cholesky Decomposition and Adaptive Mesh Model
• Made business strategy, budget plans and financial projections
o Communication between chief actuary, channels, finance and investment departments
o Assisting in assumption setting and decision making
• Built valuation and reinsurance premium calculation systems
o Using SQL, FoxPro and VIPitech asset liability valuation systems
o Collaboration with IT, finance and investment departments
Team Projects included
Monthly Valuation System, which calculates Statutory and GAAP reserves using data processing with SQL in FoxPro and using VIPitech system
Reinsurance Billing System, which calculates reinsurance bills using SQL in FoxPro
VIPitech source code in C++ study
Structured Notes Verifier, a C++ based application that verify structured note prices using simulation and real time information from Bloomberg system
Actuarial Systems for other affiliate companies
Request failed with status code 503