Dongkuk Kim

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