Houston Perrett, FSA, CERA

hp@houstonp.com (712) 301-8998 Nashville, TN Houstonwp

Work Experience

Led multiple interns through pricing and automation projects in Python and R.
Developed machine learning models using R to analyze pension mortality.
Led development of PRT cashflow pricing models in R.
Performed code and peer review of PRT machine learning mortality model.
Completed valuation model conversions to MG-ALFA to accomodate LDTI compliance.
Developed ETL processes to query inforce policies, run valuation models, and analyze results.
Co-developed a bond optimization program leading to $50 million in additional revenue.
Recommended derivative trades to keep inforce annuity block within interest rate risk tolerances.
Led analysis and explanation of quarterly PRT forecasts and insights of future expectations.
Represented PRT in monthly business updates to senior management.
Recommended case specific mortality adjustments based on mortality analysis.
Led oversight of PRT in discussions with internal auditors.
Presented and influenced pricing strategies on large PRT cases to senior management.

Forecasted foreign exchange rates for monthly reporting and assessment of financial impact.
Reviewed quarterly actuarial certifications and reserve sufficiency for accuracy.
Consolidated and reported monthly financial results.
Consulted on potential impact of changes in regulations and guidance related to US GAAP and IFRS.
Completed annual compliance testing on US and UK goodwill impairment, deferred income liability, and DAC useful life.
Generated deterministic and stress scenarios for economic capital calculations.
Reviewed five year projection financial assumptions.

Designed quarterly lapse, mortality, and expense experience studies.
Developed ETL processes to pull policy data required by internal and external stakeholders.
Modeled policy cash flows to ensure products met illustration regulation testing guidelines.
Assessed and calculated values for policies with possible violations of life insurance taxation regulations.
Provided individual policy illustration support for administration teams.