Houston Perrett, FSA, CERA
Work Experience
VP & Actuary - Fortitude Re - Experience Studies
Feb 2024 - Current
- Lead a team of nine actuaries and analysts including five direct reports.
- Oversee the production of over thirty experience studies across multiple lines of business, biometric, and policyholder behavior.
- Perform liability due diligence on potential reinsurance transctions including VA, RILA, and fixed annuities.
- Architected and implemented a Python based experience study process to improve efficiency and accuracy.
- Cocreated and maintain Fortitude Re's internal Python project template to standardize best practices.
- Give training and presentations on Python, Git, and GitHub to the actuarial community.
- Presented over five presentation at conferences spanning topics from COVID-19 mortality and industry trends to analytics best practices.
- Interview all actuarial intern candidates and provide feedback to internship hiring leader.
- Brought four experience studies in-house from third party consultants without any additional headcount.
AVP & Actuary - Fortitude Re - Experience Studies
Jan 2022 - Feb 2024
- Led a small team of consultants, entry level analysts, and interns responsible for the production of biometric and policyholder behavior experience studies.
- Presented experience study results and recommended changes in assumptions to senior management.
- Collaborated with pricing teams to ensure accurate reflection of experience in assumptions.
Assistant Actuary - Principal Financial Group - Pension Risk Transfer
Jun 2019 - Jan 2022
- 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.
Actuarial Associate - Principal Financial Group - Principal International
Jun 2017 - Jun 2019
Actuarial Assistant - Principal Financial Group - Individual Life Inforce Management
Feb 2015 - Jun 2017
Education
University of Nebraska-Lincoln
2014
Bachelor of Science, Mathematics and Actuarial Science
Leadership
- Member of University of Nebraska-Lincoln Actuarial Science Advisory Board
- Chair of Principal Actuarial Development Program – 2019-2020
Technologies
- Languages: Python, R, Rust, SAS, SQL
- Softwares: Excel, MG-ALFA, Power BI