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.
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投資：欧州および米国の規制要件および運用戦略
03 May 2022 - by Marcus Scheffer, Lennart Albertsen, Peter H. Sun, Neil Dissanayake, Chunpu Song, Sihong Zhu, Jessica Crowson, Kelly Yang
ESG投資のリターンは、一般市場と遜色なく、この分野への投資が機会であり、制約でないことを表しています。
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
COVID-19による市場混乱期における変額年金保証ヘッジの有効性
12 August 2020 - by Peter H. Sun, Chunpu Song, Victor Huang, Ram Kelkar
本紙は、幅広い変額年金引受会社のヘッジの有効性を調査するものです。
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
ミリマン2017年デリバティブ調査（英語版のみ）
29 January 2018 - by Neil Dissanayake, Victor Huang, Ram Kelkar, Peter Lin, David Schreiner, Chunpu Song
本レポートは、世界の保険業界によるデリバティブ利用状況に関するミリマンの調査の2017年アップデートから、主要な考察をまとめたものです。
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
2014年デリバティブ調査
31 March 2015 - by Neil Dissanayake, Victor Huang, Ram Kelkar, Chunpu Song
ミリマンが毎年行っている生命保険会社のグローバル調査では、保険業界におけるリスク管理の実務やデリバティブ利用の傾向を調べます。
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.