Henry Wong

Experience

• 

  Legacy Marketing Group

  Dec 2005 - Jul 2011

  Assistant Actuary

  Researched and developed new investment strategies that helped driving multimillion dollars of new business within a month for surviving industry-wise downturns. Had been given increasing levels of responsibility in modeling and implementing new products with industry pioneers in equity-indexed annuities. Built prototype models that helped solving complex issues raised in filing, pricing, and marketing.

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  University of California, Berkeley

  Aug 2011 - May 2014

  Helped with teaching and ongoing design of the curriculum in a manner supporting a research-led and scholarly approach to student learning.Graduate Student InstructorDepartment of Statistics: STAT 133 Concepts in Computing with Data, STAT 134 Concepts of Probability, STAT 135 Concepts of StatisticsHaas School of Business: UGBA 104 Analytic Decision Modeling Using Spreadsheets, UGBA 133 InvestmentsReaderHaas School of Business: UGBA 136F Behavioral Finance, UGBA 137 Special Topics in Finance (Financial Derivatives), EWMBA 295A Entrepreneurship, EWMBA 295D New Venture Finance Show less Independently planned, designed, and conducted experiments on solving complex problems in Mathematics, Statistics, Finance, and Economics by utilizing broad quantitative and computer programming skills.Master's Thesis, Department of StatisticsTopic: Statistical Validity of the Fama French Carhart Four ModelAdvisors/Committee Members: Professor Lisa Goldberg, Professor Michael Klass, and Professor Robert AndersonMaster’s Capstone Project, Department of StatisticsTopic: Statistical Analysis on Investment Performance of the S&P 500 Equity-Indexed Annuity (EIA)’s Index StrategiesInstructor: Professor Victoria StoddenIndividual Study/Research:Topics: Financial Modeling and Risk Management. Advisors: Professor Lisa Goldberg and Professor Robert AndersonTopic: Mathematics in Quantitative Finance. Advisor: Professor Michael Klass Show less

  • Graduate Student Instructor & Reader

    Jul 2012 - May 2014

  • Graduate Student

    Aug 2011 - May 2014
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  AIG

  Nov 2014 - Sept 2022

  Provide risk oversight coverage of multiple aspects associated with Index and Fixed Annuity products offered through AIG’s Individual Retirement platform. Risk oversight coverage includes but is not limited to hedging, product development, pricing, GAAP / Statutory valuation, capital management, Asset Liability Management (ALM), and stress testing. Helped measure and communicate performance of IR products with over $130B AUM. Quickly identified and resolved problems in financial reports. Helped refine and streamline the existing process on financial performance attribution. Helped with control and oversight of market risks in all aspects of AIG’s financial services, insurance, and investment activities with over $60B AUM. Helped developing, maintaining, and validating prototype models for automating risk quantification and PnL attribution that support the daily hedging decisions. Collaborated with portfolio managers and risk officers on tackling highly time-sensitive risk issues.

  • Assistant Director, Individual Retirement ERM

    Jun 2019 - Sept 2022

  • Senior Technical Risk Expert, Performance Management

    Jan 2019 - Jun 2019

  • Senior Technical Risk Expert, Market Risk Management

    Aug 2016 - Jan 2019

  • Senior Risk Analyst, Market Risk Management

    Nov 2014 - Aug 2016
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  Corebridge Financial

  Sept 2022 - now

  Assistant Director, Individual Retirement ERM