Jiani Chen Email & Phone Number

Windsor, Connecticut

Windsor, Connecticut

1 Orange Way

• Developed automation tools to generate quarterly swap curve for next 3 years as Bloomberg input files for the interest rate swap trading model, change data range of graph sheets and data links, shortening turnaround time by 75%• Analyzed and compared operating income, underlying income and distributable earnings on quarterly basis and presented results to Vice President Managing Actuary• Improved efficiency and accuracy of Stable Value Hedging Mid Term Plan Projection Process by using VBA, reducing the completion time significantly by 70%• Designed and created the Access database to map portfolio holdings for Stable Value products and shorten the quarterly Regulation 128 Asset Mapping process• Assisted in preparation of Haircut Factors for Stable Value products under New York Regulation 128 and Connecticut 38a-459

Beijing City, China

• Performed insurance premium pricing, cash value calculation and reserve valuation.• Assisted conduct profit testing using Market Consistent Embedded Value (MCEV) method.• Extracted IT factors(Alpha, Beta, DNP Reserve, etc) from SQL and made summary reports for new products.• Helped improve work efficiency of lapse rate model by automation and simplification of calculation process and accuracy by calculating lapse rate using different time frame.• Updated partial surrender model using collected date from SQL and calculated daily and annualized partial surrender rate.• Researched and analyzed risk rates(mortality, morbidity, default rate, inflation rate, etc) and made latest assumption reports. • Tested the change of reserve under local GAAP, Value of New Business (VNB) under economic capital base and Solvency Margin under China Risk Oriented Solvency System (C-ROSS).• Created Pivot table by VBA and updated policy loan model and smoothed reserve calculation model.• Generated quarterly reports of analyzing trends in the life insurance company in China both state-owed and joint ventures.

• Researched the financial statements, websites and other relevant information of customers to understand companies’ business strategies.• Drew data from financial statements to analyze client’s recent 5 year annual state of operations by calculating ratio like ROE, ROA every year.• Integrated and collected all the data in Excel from the meetings, line managers, did data validation and handed them to team members for modeling.

• Built colleagues record transaction bugs in HSBC’s core system and made related monthly reports.• Coordinated and communicated with colleagues in other departments to organize some cross-department activities.

Master'S Degree, Actuarial Science, 4.0(4.3)

Master Of Science (M.S.), Financial Risk Management, 3.76