David has been servicing life insurance markets of South East Asia and Greater China since 1998. Before he joined Milliman, he held a management position by leading a product pricing team at American International Assurance, a member of AIG, in Hong Kong. In addition to overseeing all product-related issues, he also played an active role in making and implementing executive decisions.David holds a Masters in Financial Engineering from the Haas School of Business at the University of California at Berkeley. The knowledge and skills gained from the degree put him in an excellent position to consult on dynamic hedging, derivative valuation, and stochastic modeling.David is fluent in English, Mandarin, Cantonese, and Shanghainese. He also has a working knowledge of MG-ALFA� and Prophet, the two popular life insurance software systems in the market.Since he joined Milliman, David has worked extensively on Variable Annuity pricing with a focus on Guaranteed Minimum Benefit (GMB) feature. David has also built a Dynamic Hedging model in MG-ALFA� that simulates the financial impact of hedging against the GMB using derivatives. In addition, he has worked on other projects that involve stochastic modeling and option valuation. |