San Ramon, California, United States
Architect, develop/implement, and QA/QC of BHSI internal catastrophe modeling platform TrueRisk:
• TrueRisk Wind, Storm Surge & Japan Earthquake Simulation Engines: Research & development of hazard and vulnerability uncertainty & correlation modeling, loss simulation
• TrueRisk Financial Module: Research & development of a unified financial module that can accurately & efficiently model all types of financial terms for multi-peril, occurrence/aggregate terms, complex exposures grouping, etc.
• Scaling up & performance optimization of TrueRisk platform for multi-peril analysis of global exposures coverage through multi-process/thread parallelization, asynchronous framework, and innovative network-based financial modeling approach
• Built unit test system for QA & QC