Ju-Yu Cheng Email & Phone Number

Missouri, United States

• Participate in preparing model input files and setting up liability models on AXIS
• Conduct sensitivity tests on asset models

Taipei, Taipei City, Taiwan

• Performed statutory valuation for traditional insurance products using financial models
• Implemented model change projects involving collaboration with Asia Pacific Headquarters (Singapore)
• Developed cash flow projection models for new products using C++ language
• Initiated new processes and cooperated with other departments to systematize workflows using SQL codes, resulting in a 50% reduction in manual errors and processing time

Taipei, Taipei City, Taiwan

• Analyzed policy value and policy loan repayment rates to recognize the patterns of customer behavior and implemented new methods for predicting repayment rates
• Researched and presented the potential impacts of new assumptions through data visualization techniques
• Utilized cash flow projection models to calculate monthly reserve on guaranteed minimum benefits

Taipei, Taipei City, Taiwan

• Developed automation tools in VBA to streamline reporting processes
• Designed data validation processes to improve reporting accuracy and meet regulatory requirements

Hsinchu City, Taiwan, Taiwan

• Delivered weekly tutorial sessions covering lecture materials for a class of 120 students
• Topics: Risk Neutral Pricing, Binomial Tree Pricing, Interest Rate Term Structure

Hsinchu City, Taiwan, Taiwan

• Assisted in expense reimbursement

Master Of Science - Ms, Financial Mathematics

Courses: Portfolio Theory & Risk Management, Python, Option Pricing, Probability & Stochastic Processes

Bachelor Of Science - Bs, Quantitative Finance, 3.99/4.3

Courses: Derivatives Market and Pricing, Stochastic Financial Theory, Financial Derivative Design and Pricing, Financial Econometrics.