1. Yuchen Chen
(573) 719-9727 | 1589 Meadowside Dr., Saint Louis, MO 63146 | cyc122@hotmail.com
ACTUARIAL EXAMS
Exam P/1 (May 2012); Exam FM/2 (July 2013); Exam MFE/3F (March 2014); Exam C/4 (Sitting)
EDUCATION
University of Missouri (MU), Columbia, Missouri August 2011-December 2013
Master of Science in Applied Mathematics GPA: 3.78/4.00
Key Courses: Investment Science, Mathematical Finance, Managerial Finance, Stochastic Process, Time Series Analysis
Emporia State University (ESU), Emporia, Kansas August 2008-May 2011
Bachelor of Science in Mathematics GPA: 3.84/4.00
Key Courses: Macro Economics, Numerical Analysis, Optimization Techniques, Mathematical Modeling
WORK EXPERIENCE
Internship September 2014-Present
Global Financial Solution Valuation, Reinsurance Group of America, Inc., Chesterfield, Missouri
 Assisted in Principal Based Initiative stressed scenarios generation. Developed .msv MoSes parameters modifier.
 Performed experiment study on Bank-owned Life Insurance policies. Responsible for month-end model validation.
 Developed settlement fund roll-forward validation tool for audit purpose. Reconciled seriatim and transactions
tables for each asset intensive business block. Managed and Maintained EIA, VA, and coinsurance databases.
 Served as a subject matter expert in defining business needs and building an automated integration testing suite
 Created renaming and format converting tool. Developed DBF reader and market to book projections tool.
Internship June 2014-September 2014
Global Risk Management, Reinsurance Group of America, Inc., Chesterfield, Missouri
 Developed RGA global Earnings at Risk calculation and reporting prototype. Gathered shock data of stress
scenarios form corporate and economic capital models. Adapted economic capital correlation matrix for
diversification calculation. Calculated EaR by risks, regions, and business units.
 Created effective and key rate duration calculation model. Compared alternate methods for weighting CUSIP level
durations and market yields to compute average portfolio metrics.
 Modified CUSIP validation template, which automatically generates SQL codes as needed and push results into
EXCEL spreadsheet; drafted fixed income portfolio sensitivity validation template, including key rate duration and
OAS analysis. Ran asset projections in Moses and Prophet-ALS for MoSes to Prophet Conversion project.
Internship June 2012-July 2012
Cooperate Business Finance Department, Bank of Communications, Xi’an, Shaanxi, China
 Assisted in calculating expected accounts receivable and payable cash flow, and reported the discrepancy.
Teaching Assistant August 2011-December 2013
Mathematics Department, University of Missouri, Columbia, Missouri
 Taught Calculus and Finite Math; wrote exams and quizzes. Assisted in actuarial exams review tutorials.
RELATED PROJECT EXPERIENCE
Automated Optimal Stock Portfolio Generator - Led a team on designing a VBA macro to generate optimal portfolio
weights using efficient portfolio and Black-Litterman Model.
Stock Price Valuation - Projected future dividends with three-stage model and linear regression to investigate the
discounted stock price sensitivity.
COMPUTER SKILLS
Proficient in: ORACLE SQL, Excel VBA, Bloomberg, SAS (Certified Base Programmer), Access
Exposed to: Prophet, MoSes, R
LEADERSHIP EXPERIENCE/ AWARDS
President of National Math Honor Society, Kappa Mu Epsilon, ESU chapter May 2010-May 2011
Honorable Mention in International Mathematical Contest in Modeling, ESU April 2010, 2011