Siming Guo Email & Phone Number

Shanghai, China

Shanghai, China

Toronto, Ontario, Canada

• Assisted in various aspects of the Economic Capital and Earning at Risk quarter end reporting, identified areas for improvement and developed Excel VBA tool for resolving issues raised by internal audit
• Provided support to the establishment of risk data warehouse, performed various testing to facilitate the use of a new set of risk analysis tools and software upgrade

200 Bloor Street West

• Involved in design and implementation of applications to streamline the process of using an Economic Capital calculation engine.
• Built user interface in Excel VBA which interacts with Matlab and SQL Server.

200 Bloor Street West

• Generated monthly asset allocation reports as tool for internal investigation and reference.
• Investigated various issues related to Surplus and Malaysia segments along with producing quarterly Earning sensitivities.
• Performed different testing to facilitate system enhancement and migration.

181 Bay Street, Toronto, ON

• Performed detailed testing of valuation systems for different products and recalculations of actuarial liabilities. The work required meeting and frequent communication with clients
• Assisted in the testing of various models, including Canadian Asset and Liabilities Method model which required testing of: assumptions, cash flow, and reserve selection
• Tested different clients’ design and implementation of Internal Controls over Financial Reporting
• Reviewed clients’ solvency positions under the government requirements and various experience studies conducted, etc.
• Travelled to other Deloitte office and supported colleagues there to complete insurance related testing before tight deadline given a lack of actuarial staff in that office.

200 Bloor Street East, Toronto

• Learnt the features, calculation method for fund value and CGAAP reserves of Universal Life product
• Conducted a large amount of sample testing for Universal Life and Variable Universal Life products and reconciled various inconsistencies
• Modified the structures of Excel-Based templates to facilitate the quarter end reporting process
• Exercised various functions of AXIS software including importing rates in different format, querying data and changing assumptions using Batch, etc.
• Practiced public speaking skills by performing a presentation to a large group of audience

165 University Avenue, Toronto

• Developed and maintained various Microsoft Excel macros using VBA programming
• Worked extensively with Microsoft Excel for data and formula manipulations when preparing for various reports
• Familiar with using command lines to manage datasets and programs in Mainframe system

161 Bay Street, Toronto

• Reconciled data extracted from SQL database and Microsoft Access
• Produced daily risk measure (VaR) reports and verified the risk quantification with members in other teams

Master'S Degree, Financial Engineering

Bachelor Of Math, Actuarial Science/Finance Option

Relevant courses: Life Contingencies, Linear Regression, Simulation, Stochastic Process, Time Series.