Tianyi Liu
Associate @AXA XL
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WORK HISTORY
Associate @AXA XL
New York, NY, US
Revamped in-house optimizer in MATLAB to help determine the optimized portfolio that maximizes AXA XL return objectives for given level of ALM risk; executed significant deliverables and enhanced the process in three months• Worked closely with portfolio management team to implement the approved benchmark • Worked independently on several local ALM functions to ensure the adequate matching of liabilities by assets
EDUCATION
Columbia University in the City of New York
Master of Sicence
University of Illinois at Urbana-Champaign
Bachelor of Science (B.S.)
SKILLS
ABOUT TIANYI LIU
Associate, Asset Liability Management and Strategic Asset Allocation at AXA XL
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