Juntao Zhang
Senior Manager @PwC Canada
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WORK HISTORY
Senior Manager @PwC Canada
Toronto, ON, CA
Web App Development (Personal Projects)• Developed Distribution Fitter and Stochastic Simulator (supports Copula and multivariate distribution simulation) for Risk Analysis• Developed Full Stack AI Powered Geocoding Web App• Developed Catastrophe Modelling Web App with Statistical Hazard Module• Developed Catastrophe Monitoring Web AppPricing Model Validation• Perform validation on existing property pricing model (GLM) • Implement territorial rating for clientCatastrophe Model Development• Worked with client to develop catastrophe model• Worked with client to develop risk-based pricing model for catastrophe risk (GAM, GLM)• Worked with client to develop ERM modelMachine Learning Model Validation P&C Insurance Internal AuditIFRS 17 FCT/MCT Development, Implementation, and ConsultingIFRS 17 AuditingCredit Insurance Internal AuditMortgage Insurance Model Audit
EDUCATION
University of Illinois Urbana-Champaign
Bachelor’s Degree, Economics
University of Illinois Urbana-Champaign
Minor, Mathematics
University of Waterloo
Master’s Degree, Actuarial Science
University of Illinois Urbana-Champaign
Bachelor’s Degree, Statistics
ABOUT JUNTAO ZHANG
Experienced Actuarial Senior Manager with a demonstrated history of working in the insurance industry (Corporate Actuarial, IFRS 17), FCAS, FCIA, CFA II Candidate. Skilled in Python, C#, Arius, Resq, Igloo, VBScript, Big Data Analytics, Azure DevOps, SAS, SQL, and VBA. Built fully functional Frequency-Severity Custom Method in Resq. Strong finance professional with a Master’s Degree focused in Actuarial Science from University of Waterloo. Github: https://github.com/jzhng105
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