Financial Risk Management Consultant

Profile:

Analytical professional with over 12 years of technically rigorous experience, seeking role to build on client management and business development expertise. Proven success working in entrepreneurial environments implementing technical solutions for complex business challenges. Specialties include data analysis, data visualization, model design, interface design, and presentation development.

Experience:

Consulting Firm Chicago, IL
Consultant 2009 - Present
Research and Development

  • Solve complex "replicating portfolio" optimization by reframing it as a statistical problem and applying robust non-linear models with other data mining techniques.
  • Collaborate with London office to implement model in Milliman's first cloud-based risk management platform for Milliman's largest-ever client.
  • Lead model development through an iterative development process.

            o Created applications to allow team to interactively visualize results and optimize
               parameter selection for specific business scenarios, with each model iteration.
            o Created production system with clean interface to automate model application
               across thousands of scenario sets.
            o Reduced a week long valuation process into a hour long process.

  • Implemented technical solutions and research from disciplines such as biology and humanities to solve financial problems while using free and open source software

Fund Modeling Research and Development

  • Led independent research effort to identify more effective hedge instruments following the 2009 market volatility.
  • Used Principal Component Analysis with cluster models to classify target funds and hedges.
  • Developed GUI with diagnostic dashboard that used highly efficient QP algorithm to interactively solve for hedge instruments.

Entrepreneur 2007 - 2008

  • Worked directly with brokers and hedge fund managers to create fully automated algorithmic trading systems for their strategies.
  • Increased company revenue 10 fold after simplifying product design.
  • Designed, built, and installed systems used in production to manage between $100m and +$2b.
  • Helped develop algorithms to minimize market impact of large orders.
  • Integrated third party software into applications, providing direct market access, importation of volatility surfaces, and access to alternative real-time data providers.
  • Managed components of development process with Malaysian programming team.


Consulting Firm Chicago, IL
Consultant / Analyst 1999 - 2005

  • Worked on over 90 client projects over 6 years in roles ranging from technical to managerial.
  • Every project included aspects of data acquisition, data analysis, a written report, a technical report, client management, audit support, and budget responsibility.
  • Developed model template library, calibration tools, and software tools that are still standard.
  • Established business processes for the newly formed Casualty group.


Consulting Firm
Market Analysis Work

  • Assisted with initial pricing study, and went on to manage subsequent annual studies.
  • Priced profitability for contracts sold nationally from1925 to 2000 based on variables such as region, contract type, termite type, and structure.
  • Developed key visualization that showed how the analysis components mapped to net profitability.
  • Personally delivered presentations to executive board and CEO.

Merger and Acquisition Work

  • Reinsurance - Helped value GE Reinsurance prior to the $6.8 billion sale to Swiss RE.
  • Manufacturing - Developed innovative modeling techniques to price the liability associated with the production of millions of propane tanks over a period of 30 years.
  • Manufacturing - Conducted analysis to assess liability related to recall of toilet bowl valve failures.
  • Construction - Developed models to analyze liability for US and California construction defects.
  • Medical - Led or reviewed more than a dozen transactions for small and mid sized hospital clients.
  • Auto - Assisted with the analysis of the leading writer of auto warranties.

Self Insurance / Captive Insurance Clients

  • Led work related to the formation of a captive insurance company for "big ten" university.
  • Worked with the board of directors and CFO of an Ohio hospital system to help them establish an off-shore insurance captive that continues to save them millions of dollars in insurance premiums.
  • Developed models used to price the self insurance liability for Sears, and for related matrix allocation.
  • Designed models used to price self insurance liability for Pepsi Bottling Group and their legacy units.
  • Led several other valuation projects related to hospital professional liability, workers compensation, general liability, and auto liability.

Allocation / Risk Management Studies

  • Performed liability analysis and allocation for about 100 Chicago area schools participating in a self insurance program
  • Developed claims analysis safety study used for two large nationwide retailers


Education:

  • The University of Chicago, Booth School of Business Chicago, ILMBA, Concentration in Analytical Finance 2007
  • DePaul University, Chicago, IL Bachelor of Science in Mathematics, Concentration in Statistics 1999

            • Dean's List