- Joined
- 7/29/24
- Messages
- 2
- Points
- 1
Hello all, I am currently working as an actuary for about 6-7 years and I am qualified as a Fellow of the Society of Actuaries (Quantitative Finance Specialization). My gpa is not that good during undergrad (around 3.5) and I am targeting MFE at UCB or CMU.
Education:
BSC Actuarial Science (Thailand/Australia) GPA 3.53
Relevant coursework covers:
- Probability and Random Variables
- Calculus/Advanced Calculus/PDE
- Statistics
- Basic Accounting/Finance
- Basic Macroeconomics/Microeconomics
Certification:
Fellowship of Society of Actuaries (FSA)
Quantitative Finance Track Covers:
- Stochastic Calculus (including Girsanov's Theorem)
- Interest Rate Model
- Equity Option Pricing
- Volatility Smile/Surface
- Principle Component Analysis
- Portfolio Management
Work Experience
6-7 years working as actuary in insurance firm in Thailand
- Asset/liability projections, stress testing and scenario testing
- Asset/liability risk monitoring/management
- Stochastic valuation of liabilities
Programming:
Very proficient with VBA/SQL/Prophet/SAS/Excel
Prior experience with Python/R
GRE:
Not taken yet
Any suggestion to improve my profile would be very welcomed! Thanks so much!
Education:
BSC Actuarial Science (Thailand/Australia) GPA 3.53
Relevant coursework covers:
- Probability and Random Variables
- Calculus/Advanced Calculus/PDE
- Statistics
- Basic Accounting/Finance
- Basic Macroeconomics/Microeconomics
Certification:
Fellowship of Society of Actuaries (FSA)
Quantitative Finance Track Covers:
- Stochastic Calculus (including Girsanov's Theorem)
- Interest Rate Model
- Equity Option Pricing
- Volatility Smile/Surface
- Principle Component Analysis
- Portfolio Management
Work Experience
6-7 years working as actuary in insurance firm in Thailand
- Asset/liability projections, stress testing and scenario testing
- Asset/liability risk monitoring/management
- Stochastic valuation of liabilities
Programming:
Very proficient with VBA/SQL/Prophet/SAS/Excel
Prior experience with Python/R
GRE:
Not taken yet
Any suggestion to improve my profile would be very welcomed! Thanks so much!