# jemdoc: menu{MENU}{education.html}, title{Education}, showsource, analytics{UA-64995133-3}

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== Education
~~~
{}{img_left}{image/Logo_NU.jpg}{Northwestern University}{216}{132}{http://www.northwestern.edu}
=== *[http://www.northwestern.edu/ Northwestern University]* 
- *Ph.D.*, [http://www.mccormick.northwestern.edu/industrial/ Industrial Engineering and Management Sciences], 2016\n
        Major: Financial Engineering\n
        Minors: Optimization and Stochastic Modeling\n
        Advisors: [http://users.iems.northwestern.edu/~staum/ Dr. Jeremy Staum] and 
		          [http://users.iems.northwestern.edu/~andreasw/ Dr. Andreas Wächter]
		          
- *M.Sc*, [http://www.mccormick.northwestern.edu/industrial/ Industrial Engineering and Management Sciences], 2012.\n
		GPA: 4.00.\n
~~~

~~~
{}{img_left}{image/Logo_UW.jpg}{University of Waterloo}{216}{160}
=== *[https://uwaterloo.ca/ University of Waterloo]* 
- *M.Math*, [https://uwaterloo.ca/statistics-and-actuarial-science/ Actuarial Science], GPA: 97.25%, 2011\n
        Thesis: [https://uwspace.uwaterloo.ca/bitstream/handle/10012/6169/Feng_MingBin.pdf?sequence=1 Coherent Distortion Risk Measures in Portfolio Selection]\n
        Advisor: [https://uwaterloo.ca/statistics-and-actuarial-science/people-profiles/ken-seng-tan Dr. Ken Seng Tan]\n
        #Special thanks to:  [https://legacy.wlu.ca/homepage.php?grp_id=1855&f_id=31 Dr. #Phelim Boyle] and [https://www.linkedin.com/in/lixinzeng Dr. Lixin Zeng]
        
- *B.Math*, with Distinction, Dean's Honors List, GPA: 93.41%, 2010\n
		 Honor [https://uwaterloo.ca/statistics-and-actuarial-science/ Actuarial Science] and  [https://uwaterloo.ca/management-sciences/ Management Sciences]\n
		 Minor [https://uwaterloo.ca/statistics-and-actuarial-science/ Statistics] 
~~~

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== Experience
~~~
{}{img_left}{image/Logo_SOA.jpg}{Society of Actuaries}{191}{117}
*[https://www.soa.org/ Society of Actuaries]* 
- *Associate of the Society of Actuaries (ASA)*, Jul. 2013 - present
~~~

~~~
{}{img_left}{image/Logo_HKUST.gif}{HKUST}{191}{100}
*[http://www.ust.hk/ The Hong Kong University of Science and Technology]* 
- *Visiting Internship Postgraduate Student* \n
	[http://www1.ielm.ust.hk/ Department of Industrial Engineering and Logistics Management], Summer 2014\n
	Advisor: [https://www.cb.cityu.edu.hk/staff/jeffhong/ Dr. Jeff Hong] \n
	Researched robust optimization under statistical estimation error.\n
	Developed iterative statistical estimation scheme guided by linear programming.
~~~

~~~
{}{img_left}{image/Logo_AXIS.jpg}{Axis Capital Holdings Limited}{191}{100}
*[http://www.axiscapital.com/ AXIS Capital Holdings Limited]* 
- *Actuarial Intern*\n
        [http://www.axiscapital.com/en-us/reinsurance AXIS Re], Summer 2012\n
        #Supervisor: [https://www.linkedin.com/pub/pete-martin/7/166/a30 Dr. Peter Martin]\n
        Coded multiple linear regression and statistical tools in SQL. \n
        Developed large-scale portfolio optimization tool in SQL and VBA.   
~~~

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== Honors
- Royal E. Cabell Terminal Year Fellowship, Northwestern University, 2015
- Hickman Scholarship, Society of Actuaries, 2012 - 2015\n
#	/Outstanding Ph.D. candidate pursuing actuarial professional designation
- IEMS Department Award for exceptional leadership and service, Northwestern University, 2014\n
#	/Exceptional leadership and service in the Ph.D. program/
- Arthur P. Hurter Award for outstanding academic excellence among first year graduate students, Northwestern University, 2012\n
#	/Outstanding academic excellence among first year graduate students/
- Ph.D. Entrance Scholarship in Financial Engineering, Northwestern University, 2011\n
#	/Entering graduate students with research interest in financial engineering/
- The Dominion of Canada General Insurance Company Graduate Scholarship, University of Waterloo, 2010\n
#	/Outstanding academic excellence among graduate students in actuarial science/	
- Ailey Bailin Memorial Scholarship in Actuarial Science, University of Waterloo, 2009\n
#	/First place standing among junior undergraduates students in actuarial science/
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