Mr. Mu joined Penn Mutual Asset Management in August 2017 and is currently an ALM specialist. He serves as a knowledge/communication conduit between investment portfolio managers and insurance actuaries and is responsible for building out the asset liability management quantitative infrastructures.
Prior to joining Penn Mutual Asset Management, Mr. Mu worked as a quantitative derivative strategist at Voya Financial for 10 years in West Chester, PA. His primary experience was in market risk management for VA and FIA insurance products. Also he was responsible for stochastic modeling of integrated economic scenarios for supporting most of the actuarial applications including financial valuation, pricing and various risk metric calculations.
Mr. Mu received a Bachelor of Arts degree in Mathematics from Fudan University at Shanghai China in 2001, a Master of Science degree in Computer Science from Indiana State University in 2005, and a Master of Arts degree in Financial Mathematics from Florida State University in 2007.
Mr. Mu has been a Chartered Financial Analyst charter holder since 2013 and has been a Fellow of Society of Actuaries since 2014.