Blake Lynch Email & Phone Number

United States

St Louis, Missouri, United States

St Louis, Missouri, United States

• Lead strategic portfolio management responsibilities for 30 completion portfolios, overseeing ~$7 bn in treasury bonds (including repo) and ~$11 bn in derivative notional (treasury futures and treasury index TRS)• Optimized portfolio interest rate hedges relative to corporate pension liability benchmarks, considering relative value, transaction costs, financing costs, collateral, and client specific guidelines• Provided ad-hoc analysis on topics as wide ranging as derivative… Show more • Lead strategic portfolio management responsibilities for 30 completion portfolios, overseeing ~$7 bn in treasury bonds (including repo) and ~$11 bn in derivative notional (treasury futures and treasury index TRS)• Optimized portfolio interest rate hedges relative to corporate pension liability benchmarks, considering relative value, transaction costs, financing costs, collateral, and client specific guidelines• Provided ad-hoc analysis on topics as wide ranging as derivative replication of fixed income indices, valuation of embedded options in pension liabilities, and interest rate sensitivity of Agency MBS and CMOs• Conducted comprehensive due diligence on over 70 QIS indices for clients Show less

Houston, Texas, United States

• Developed interest rate crediting recommendations for all universal life insurance products using fixed income benchmark yields and equity index volatilities• Created a tool to monitor implied interest crediting rate changes on a weekly basis

Louisville, Kentucky, United States

• Rebuilt and maintained the drug level utilization time series forecast model, which was the largest assumption in the development of ~$25bn of projected annual drug spend for Medicare Part D bid submissions• Managed and mentored an Actuarial Analyst 1 in the transfer of drug price inflation assumption responsibilities• Led an intern in a project to predict the probability of policyholder plan termination for modeling adverse selection• Led a summer intern in a project to predict… Show more • Rebuilt and maintained the drug level utilization time series forecast model, which was the largest assumption in the development of ~$25bn of projected annual drug spend for Medicare Part D bid submissions• Managed and mentored an Actuarial Analyst 1 in the transfer of drug price inflation assumption responsibilities• Led an intern in a project to predict the probability of policyholder plan termination for modeling adverse selection• Led a summer intern in a project to predict policyholder mortality probabilities based on prescription drug utilization Show less

Louisville, Kentucky, United States

• Established drug price inflation assumptions for all Medicare Part D lines of business through pharmaceutical market research, analysis, and collaboration with the pharmaceutical manufacturer relations team

Louisville, Kentucky, United States

• Coauthored two publications researching cardiovascular disease accepted in peer-reviewed scientific journals• Developed a novel analytical chemistry method and presented it at a national chemistry conference in Indianapolis

Postbaccalaureate Education, Finance And Actuarial Mathematics

Actuarial Science Club, Investment Club GPA: 3.61

Bs In Chemistry, Chemistry, Cum Laude

• Society of Undergraduate Chemistry Students, Vice President, August 2013 – April 2015 • Undergraduate Teaching Assistant: Taught two.