Insurance Engineer

PinYi Wu

917-***-**** *******@*****.*** *** Riverside Drive Room 459, New York, NY 10027

EDUCATION

New York, NY

Columbia University

M.S. in Actuarial Science, GPA:3.82 / 4.00 May 2012

Relevant Coursework: Actuarial Models, Actuarial Methods, Stochastic Processes, Life Annuity and Accounting, Linear Regression &

Time Series Models, Survival Analysis

Award: 2012 SCE MS Innovation Scholarship

Taipei, Taiwan

National Taiwan University

B.S. in Mathematics June 2008

Relevant Coursework: Applied Linear Programming, Computer Programming, Logics, Computer Graphics, Cryptography, Coding

Theory, Investment, Economics, Accounting, Laboratory Medicine & Health

Award: Yang, Kuan-Man Memorial Scholarship

ACTUARIAL CERTIFICATIONS

P /1(Jan 2011), FM/2(Feb 2011), MFE/3(Nov 2011)

VEECORPFIN(Aug 2011), VEEECON(Aug 2011), VEESTATS(Dec 2011)

PROJECT EXPERIENCE (Excel (VBA), R, SAS, MATLAB)

New York, NY

Columbia University

Fall 2010-Fall 2011

Insurance products, Derivatives Pricing and Accounting Reports:

• Priced various exotic options based on Monte Carlo simulation approach

• Evaluated gross/benefit premiums for various annuity and insurance products based on valuation standards (such as mortality

table & Projection Scale AA table)

• Estimated the Deferred Acquisition Cost (DAC), basic and deficiency reserve for annuity, whole life, universal life and term

insurance products based on GAAP and Statutory valuation principle

• Simulated the frequency and severity of various loss models

• Built a yield curve by Nelson-Siegel and Cubic Spline Interpolation method on bonds

Fall 2011 & Spring 2012

Statistics Applications:

• Constructed ANOVA table to summarize estimates of the risk coefficient and results of the hypothesis test

• Tested Cox Proportional Hazards model by using Statistical software R &SAS

Taipei, Taiwan

National Taiwan University

Spring, 2008

Computer Coding:

• Solved linear algebra questions by using LU, forward-backward, reordering in MATLAB

WORK EXPERIENCE

New York, NY

New York State Office of the Attorney General

May-September 2012

2012 Summer Intern for Auto Insurance Fraud Unit

• Investigated auto insurance fraud by analyzing and summarizing cash flow among several accounts

• Updated and maintained the accuracy of investigation records efficiently using Excel VBA and pivot tables

New York, NY

Columbia University

Spring 2012

Teaching Assistant for Actuarial Methods

• Held office hours weekly and graded weekly homework

• Provided individualized student support on coursework and on understanding actuarial methods

Taipei, Taiwan

Mytech Technology

2007-2010

Assistant Engineer, Digital Wrist Blood Pressure Monitor Project

• Analyzed data from new device to measure blood pressure from wrist and arm, and compared results to standard of Clinical

Mercury Manometer

• Modified design to satisfy worldwide standards for American and European markets using statistical regression methods,

resulting in increased efficiency and reliability

SKILLS

Computer: MS Excel, Word, PowerPoint, Publisher, Access, Outlook, R, MATLAB, SAS, Adobe Photoshop

Languages: Fluent in Mandarin and Taiwanese, Basic knowledge of Japanese and Korean

ACTIVITIES

2010-Present

Member, Columbia University Actuarial Club

Fall 2011

Volunteer, International House Tutorial Program

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