leeyuntien
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

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Julia
Julia
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Taiwan
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List your work history, including any contracts or internships
Milliman Full-time
Jun 2018 - Nov 2021 (3 years 5 months)
Taipei City, Taiwan
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
Gen Re Full-time
May 2016 - Jun 2018 (2 years 1 month)
Taipei City, Taiwan
Analytics Manager
ACE Group Full-time
7 years 7 months
Hong Kong
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
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
C++

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