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Experience
Since joining Milliman, Li has primarily worked on modeling and financial reporting for annuity products. Li has worked on a variety of projects, including Statutory and GAAP MG-ALFA® model validation, model conversion, and valuation. Recent experience includes:
- Managing a team of offshore resources used in business as usual (BAU) staff augmentation and worked on financial reporting for the fixed annuity for a U.S. insurer. She was responsible for coordinating reporting requests across different teams, explaining the quarterly financials, and providing analysis to support management decisions.
- Performing cash-flow testing, embedded value calculations, and VM21 analysis for variable annuities.
- Participating as a modeler for projects involving non-guaranteed element adjustments for life insurance products.
- Working on implementation of U.S. GAAP Long Duration Targeted Improvements.
- Contributed to several projects related to model validation, model governance and model conversion.
Professional Designations
- Data manipulation and analysis: Microsoft Excel and VBA, R
- Database: Microsoft Access, Microsoft SQL Server
- Software development: C#
Education
- MS, Computational Finance and Risk Management, University of Washington
- BS, Information and Computing Science, University of Science and Technology Beijing
