Curriculum Vitae

Yasintorn Wongwoottisaroch, ASA

PhD Candidate — Mathematics, Actuarial Science & Risk Analytics
University of Illinois Urbana-Champaign
Email: yw60@illinois.edu
Organization profile: UIUC ASRM Directory
LinkedIn: Yasintorn Wongwoottisaroch

Download PDF CV

Specialization

Stochastic Volatility Models • Climate Derivatives • Numerical Pricing Methods

Summary

PhD candidate and Associate of the Society of Actuaries specializing in climate-linked derivatives, stochastic volatility models, and numerical pricing methods. My work develops fast and robust pricing frameworks, including FFT and Monte Carlo methods, for weather and carbon derivatives with applications to risk management and earnings stabilization under climate exposure.

Technical Skills

• Modeling: stochastic modeling, derivative pricing, asset valuation, volatility models, jump processes, time series modeling
• Methods: Monte Carlo simulation, FFT methods, statistical inference
• Programming: Python, R
• Additional: research supervision, technical communication

Research & Industry Experience

Graduate Supervisor — University of Illinois Urbana-Champaign | 2025–Present

• Supervised graduate research projects on pricing weather derivatives under stochastic volatility frameworks.
• Supervised graduate research projects on pricing carbon futures options under stochastic volatility frameworks.
• Conducted industry research interview with a CME Group specialist on weather derivatives markets.
• Interviewed Ms. Krema, a weather derivatives specialist from CME Group, together with Professor Fadina, for the ASRM feature “Betting on Mother Nature.”
• Selected graduate representative interviewed by the Society of Actuaries for CAE program review.

Lecturer — Chulalongkorn Business School | 2021–2022

• Designed and delivered instruction in mathematical modeling, Python programming, insurance principles, and risk management.
• Delivered invited lectures for master’s students on risk-based capital modeling and actuarial policy valuation.

Payroll & Volumetric Accounting Analyst — ExxonMobil | 2014–2016

• Prepared financial performance reports supporting management decision-making.
• Collaborated across teams to improve accounting workflow efficiency.

Teaching Experience

Teaching Assistant — University of Illinois Urbana-Champaign | 2023–Present

Led instruction-focused discussion sections for advanced quantitative courses:

• ASRM 195 — Foundations of Data Management
• ASRM 210 — Theory of Interest
• ASRM 442 — Statistics for Risk Modeling II
• ASRM 462/561 — Advanced Loss Models
• ASRM 539 — Risk Analytics and Decision Making

Strengthened student mastery of financial mathematics, statistical modeling, and actuarial risk theory through structured problem-solving sessions and technical explanations.

Graded and provided technical feedback for quantitative coursework including Differential Equations, Applied Linear Algebra, Foundation of Data Management, Investments and Financial Markets, and Risk Analytics and Decision Making.

Education

PhD Mathematics — Actuarial Science & Risk Analytics

University of Illinois Urbana-Champaign | Expected 2027
GPA: 3.83
Dissertation Theme: Pricing and Risk Management of Climate-Linked Derivatives for Earnings Stabilization

1. Pricing of Temperature Derivative under Stochastic Volatility Jump Model
2. Carbon Futures Option Pricing Under Stochastic Volatility with Parameter Uncertainty
3. Earnings Stabilization under Carbon Exposure using Carbon Futures and Options

M.S. Applied Mathematics

University of Illinois Urbana-Champaign | 2024

M.S. Life Actuarial Mathematics

Chulalongkorn University | 2019
GPA: 4.00 — Highest Ranked Graduate
Independent Study Project: Thai Mortality Modeling using Random Field Memory Model

B.Acc. Accounting with Integrative Business Program — First Class Honors

Thammasat University | 2013
GPA: 3.61

Credentials & Honors

• Associate of the Society of Actuaries (ASA)
• FSA Modules — Enterprise Risk Management, Financial Modeling and Scenario Modeling
• Graduate Teaching Certificate — University of Illinois Urbana-Champaign (2024)
• CAS Student Central Summer Program (2025)
• Excellent Award — Highest Ranked Master’s Graduate, Chulalongkorn University
• Merit Scholarship — Thai Life Assurance Association

Languages

Thai native • English fluent • German B1 • Spanish basic • French basic