Actuarium
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CS 201 · Year 2 · Semester 1 · 4 credits · Computer Science

Data Structures & Algorithms

Engineered for Scale: Mastering algorithmic efficiency, robust data structures, and dynamic optimization for high-throughput actuarial engines.

Season 1 · 8 episodes

The Millisecond Solvency

When a catastrophic hurricane season pushes NorthPeak Re to the brink of regulatory sanction, a junior actuarial software engineer must rebuild the firm's crumbling 72-hour capital modeling pipeline from the ground up using algorithmic principles before the regulator's final solvency deadline.

Protagonist · Maya Lin, an actuarial developer at NorthPeak Reinsurance with a dual background in financial mathematics and computational complexity.
Setting · NorthPeak Re's European headquarters in Zurich, amidst intense regulatory scrutiny from FINMA auditors and volatile global catastrophe markets.
Stakes · If the overnight risk valuation and catastrophe simulation pipeline cannot complete within a four-hour execution window, the regulator will impose a 450 million euro capital surcharge, forcing the firm to downgrade its credit rating and surrender its primary reinsurance license.
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Cold open

At 6:15 AM in Zurich, Maya arrives to find the risk infrastructure cluster frozen at 82 percent completion after 58 continuous hours of compute. The chief risk officer is on the speakerphone: the Swiss regulator FINMA arrives in three weeks, and if the overnight portfolio shock run cannot scale past ten thousand treaties, the desk faces immediate shutdown.

Transcript

At 6:15 AM in Zurich, Maya arrives to find the risk infrastructure cluster frozen at 82 percent completion after 58 continuous hours of compute. The chief risk officer is on the speakerphone: the Swiss regulator FINMA arrives in three weeks, and if the overnight portfolio shock run cannot scale past ten thousand treaties, the desk faces immediate shutdown.

  • Define Big-O, Big-Omega, and Big-Theta formally using constants and limits
  • Analyze worst-case, best-case, and average-case runtimes of iterative algorithms using step counts and summations
  • Solve divide-and-conquer recurrences using the Master Theorem and recursion trees
  • Evaluate time-space trade-offs in large-scale actuarial simulation and data processing workloads
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