Brett Manning, Phd Email & Phone Number

San Mateo, Ca, Us

Supporting the Machine Learning team to improve underwriting model for personal loans

San Francisco, Us

Supporting Bridgeway's mission to help insurers and asset manager navigate the world of insurance asset regulation. Focussing on updates European and Bermudan rules along with the quantitative impact of changes to US rules.

San Francisco, Us

● Led analysis to quantify the impact of new regulatory treatment on insurance asset holdings, specifically for CMBS, RMBS, CLOs and other ABS. Wrote articles for three industry publications.● Wrote a weekly Newsreel summarizing the evolution in the regulatory landscape facing insurance asset managers, covering statutory accounting, RBC, IFRS 9/17, US GAAP, among others.● Built an AI asset categorization tool (Python hosted on AWS Elastic Beanstalk with SQL backend) leveraging NLP and reinforced learning to identify the appropriate filing schedule for NAIC reporting, two clients engaged on a proof-of-concept. ● Developed process automation connecting CMS, payments system, website hosting and email system using REST APIs

San Jose, Ca, Us

My remit is to lead various modeling initiatives for a company dedicated to building a liquid marketplace for the $2 trillion bandwidth market for both consumers and commodity traders. This includes the production of detailed whitepapers, interactive videos, and online blogs. I produced collateral to educate investors and the community on economic functionality using a Dash application. My key contributions include:• Released blockchain solution on time and used modeling tools to improve implementation.• Influenced the team to develop a future marketplace for next-gen bandwidth.• Bolstered the security of protocols using Monte Carlo simulations and data analytics.• Designed a tokenomics whitepaper chapter and technical specifications for developers.

New York, Ny, Us

● Research and strategy lead for a new credit-market risk integrated issuer-level credit portfolio tool creating a new 7-figure revenue stream: o Worked across lines of business to secure buy-in from management and access to IP from 5 legacy productso Built and commercialized a beta simulation tool (C#/C++) and sold to 3 new clientso Developed and calibrated models to capture the interaction of credit (PD/LGD), spreads, and interest rates to price vanilla and callable/structured securities accounting for industry diversification.o Cut calculation time by 75% using introducing new technologies e.g. Spark/CUDA, to solve model estimation and simulation problems. ● Presented 5 sessions on risk analytics & modeling for the Society of Actuaries and at 3 global diversity events.● Lobbied senior leaders to secure enhanced and equitable surrogacy benefits for >5000 US-based personnel as co-chair of the Pride BRG.

New York, Ny, Us

● Technical Lead for the ‘Own Views’ team.o Led a team to create an automated solution to calibrate risk, finance, and pricing models in line with the client’s capital market assumptions.o Significantly reduced delivery cost for consulting projects by connecting automated optimization techniques with financial and economic theory.● Developed multi-start, stochastic, and up-hill step enhancements for in-house implementation of Levenberg–Marquardt optimizer more than halving analyst interventions during calibration processes. ● Used AI/ML to build asset allocation and optimization tools, creating non-standard, efficient risk-return frontiers e.g., neural nets and random forests to maximize return on equity for a given level of VaR/EC.● Recognized that emerging negative interest rates would require a significant change to core models, and convinced senior leaders to prioritize this work. o Directed a multi-disciplinary team to establish the benchmark models for negative interest rates (displaced multi-factor Black-Karasinski, LMM, and CIR models) in the insurance risk management sector, positioning Moody’s Analytics as an industry leader and secured a $10M+ revenue stream. o Awarded the company-wide create confidence award (globally 6 winners out of 10,000 staff)● Defined and coded a VAR/ARMIA-based macroeconomic modeling framework for the Economics Scenario Generator. Sold to 5 clients adding $2M in annual revenue.

New York, Ny, Us

Worked collaboratively with business and analytics stakeholders to gather requirements, align the vision, and set a clear path of priorities. Facilitated economic and statistical data analysis. Developed and implemented new tools to streamline processes, and helped set assumptions for calibrations (fitting yield curves and setting targets for interest rates, GDP, and financial/economic variables).

I offered private tutorials in Maths, Economics, Finance, Physics, Chemistry and Computing at levels from GCSE to MSc level. As well as teaching I dealt with the basics of running a business: accounting, marketing and regulation. During this period I worked extensively with Bedlington High School in Northumberland and during an Ofsted inspection my teaching was rated as outstanding.

Durham, England, Gb

I delivered seminars and lecture on Maths, Statistics, Macroeconomics, International Finance and Econometrics. Rated very highly in student evaluations and peer observations, Key Achievement: Designing and delivering computer practical’s for Econometrics at BSc and MSc level.

Newcastle Upon Tyne, England, Gb

General campaign activities: Leaflet Design/Printing, Audience Building, Event Planning,

Doctor Of Philosophy (Ph.D.), Economics

Msc, Economics And Finance

Bachelor'S Degree, Physics With Theoretical Physics