ZHIXI (James) ZHAN acduc0@r.postjobfree.com

**** *********** ******, *** *****, Philadelphia, PA 19144 301-***-****

EDUCATION Temple University, Fox School of Business, Philadelphia, PA

Master of Science-Actuarial, Expected Graduation: May 2014, GPA: 3.52

University of Maryland, College Park, MD

Bachelor of Arts-Economics, Awarded: December 2011

Bachelor of Science-Mathematics, Awarded: December 2011, GPA: 3.66, Honors Program

ACTIVITY Member, Chinese Student Scholar Association, May 2013-Present

Member, GAMMA IOTA SIGMA, September 2012 - Present

Participant, Honor Research Study, University of Maryland, September 2010 - May 2011

Study Abroad, Israel and Egypt, June 2010 - July 2010

CERTIFICATE Exam 1/P, July 2012 Exam 2/FM, October 2012

EXPERIENCE

PricewaterhouseCoopers, Beijing, China Summer 2013

Actuarial Internship, Asia-Pacific Financial Actuarial Center

• Participated in a project to calibrate market and credit risk factors of a life insurance company.

• Analyzed assets to categorize its equity into three groups: stock, stock fund, and convertible fund, and measured

equity risk for each category by various indexes.

• Led equity risk team to develop a risk model in Excel to calculate the Value At Risk of each category as the equity

risk factor; calibrated and validated the factor with the standard of "Annuity Variable Insurance Interim Regulation".

• Classified bonds into five groups based on bond ratings and duration; determined bond yield curves and risk free

curves for each group to calculate the historical spread rates.

• Selected Vasicek time series model based on historical spread rates; configured parameters and simulated in Excel

VBA module to estimate future spread rates for each group.

• Took 97.5 and 2.5 percentile of the 200,000 simulation results for each group as the spread up and spread down

factors, and calibrated the spread risk factors with the corresponding historical spread rates.

• Collected data to prepare spreadsheets, draft reports, and presentations.

Yingda Life Insurance Company, Beijing, China Winter 2012

Pricing Actuarial Internship, Actuarial and Product Development Department

• Supported actuarial pricing team in new product development.

• Collected and sorted questionnaires of desired new products from 13 branch companies across the country, and

wrote a summary report to understand customers' needs.

• Assisted to develop a pricing model in Excel to calculate gross premium, cash value, and reserve of term insurance

products, according to the actuarial principles.

• Authored a draft of new product rules that would satisfy customers' needs and constructed a draft of new product

brochure, in accordance with the summary reports and model results.

• Verified new product rules to make sure each rule did not conflict with the Chinese insurance product regulation,

and submitted to China Insurance Regulatory Commission for review.

SKILLS & LANGUAGES

• Proficient in Microsoft Office: Word, Excel, PowerPoint

• Experienced in Access, SQL, SAS

• Proficient in Stata, Matlab

• Trilingual: Chinese and English-fluent, Spanish-basic

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