Dongkuk has more than 10 years of experience working at a life insurance company, during which time he focused on system construction. He started his career as a fund manager at a life insurer, and after four years worked as a risk manager. He has experience with developing and maintaining a stochastic system for data processing on a large scale.
His experience in Korea includes:
- Generating processing assumption data
- Involvement in an embedded value analysis project for a life company
- Stochastic risk analysis
- Development of a stochastic ALM system
- Development of an efficient frontier for long-term asset allocation strategy for a life company
- Guarantee pricing of a variable annuity product
- Measurement of financial option and guarantee
