AVP & Actuary - Fortitude Re - Experience Studies
Jan 2022 - Current
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
- 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.
Actuarial Assistant - Principal Financial Group - Individual Life Inforce Management
Feb 2015 - Jun 2017
- 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.
University of Nebraska-Lincoln
Bachelor of Science, Mathematics and Actuarial Science
- Member of University of Nebraska-Lincoln Actuarial Science Advisory Board
- Chair of Principal Actuarial Development Program – 2019-2020
- Languages: Python, R, Rust, SAS, SQL
- Softwares: Excel, MG-ALFA, Power BI