Chunpu Song

Senior Quantitative Developer

Chicago, IL, US

Chunpu is a quantitative analyst in the Capital Markets and Hedging Group of Milliman’s Financial Risk Management practice in Chicago. This group advises clients in banking, insurance, mortgage servicing, and funds management on financial risks, hedging strategies, and trading operations. Chunpu helps support risk management tools and trading analytics and works on special projects.

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Experience

Prior to joining Milliman, Chunpu worked for a research institute as a programmer analyst in quantitative modeling, programming, and analysis.

Professional Designations

FRM certification pending
CFA charter pending

Education

PhD, Policy Analysis, George Mason University
Master of Financial Mathematics and MS in Statistics, University of Minnesota–Twin Cities
MS, Enterprise Management, Harbin Institute of Technology
BS, Business Administration, University of Shanghai for Science and Technology

Publications

Read their latest work

Article

ESG Investments - regulatory requirements and investment strategies in Europe and the United States

03 May 2022 - by Marcus Scheffer, Lennart Albertsen, Peter H. Sun, Neil Dissanayake, Chunpu Song, Sihong Zhu, Jessica Crowson, Kelly Yang

ESG investing returns have been comparable to the general market, showing how investing in the space is an opportunity, not a constraint

Article

Variable Annuity Guarantee Hedging maintains its effectiveness during COVID-19 market turmoil

12 August 2020 - by Peter H. Sun, Chunpu Song, Victor Huang, Ram Kelkar

This paper examines the hedge effectiveness of a wide range of Variable Annuity carriers.

Article

Milliman Derivatives Survey 2017

29 January 2018 - by Neil Dissanayake, Victor Huang, Ram Kelkar, Peter Lin, David Schreiner, Chunpu Song

This report summarizes key findings from the 2017 update to Milliman’s survey of derivative usage by the global insurance industry.

Article

Milliman Derivatives Survey 2014

31 March 2015 - by Neil Dissanayake, Victor Huang, Ram Kelkar, Chunpu Song

Our annual global survey of life insurance companies explores trends in risk management practices and derivatives usage within the insurance industry.

Article

Milliman Derivatives Survey 2013

07 April 2014 - by Neil Dissanayake, Victor Huang, Ram Kelkar, Chunpu Song

Our survey explores hedging strategies, which are a major area of concern for insurers due to the risk of sharp increases in life insurance premium rates, declines in the equity markets around the world, and concerns about a deflationary spiral.

Chunpu Song

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Experience

Read their latest work

ESG Investments - regulatory requirements and investment strategies in Europe and the United States

Variable Annuity Guarantee Hedging maintains its effectiveness during COVID-19 market turmoil

Milliman Derivatives Survey 2017

Milliman Derivatives Survey 2014

Milliman Derivatives Survey 2013

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CHOOSE A LOCATION AND LANGUAGE

Chunpu Song

Read their latest work

ESG Investments - regulatory requirements and investment strategies in Europe and the United States

Variable Annuity Guarantee Hedging maintains its effectiveness during COVID-19 market turmoil

Milliman Derivatives Survey 2017

Milliman Derivatives Survey 2014

Milliman Derivatives Survey 2013

CHOOSE A LOCATION AND LANGUAGE