Ji Eun has worked for clients in the U.S., Japan, and Korea. She has extensive experience in the implementation of hedge programs, risk analysis, reserve and required capital valuation, and variable annuity guarantees product development.

She works in the quantitative development team in FRM to develop models for Milliman’s volatility management and capital protection strategies. She is also active in developing Milliman’s Scenario Generator.

Another aspect of her experience is Solvency II implementation. In particular, Ji Eun currently works for European clients to develop a liability valuation model using replicating portfolio.

Ji Eun has extensive knowledge in both actuarial science and finance. Her Ph.D. dissertation expanded the frontier of research in stochastic volatility modeling and estimation.