Chris Farris, Cfa, Frm Email & Phone Number

Denver, Colorado, United States

Responsible for the market consistent valuation and attribution of Transamerica’s insurance liability portfolio and corresponding Economic Capital quantification.

Responsible for the oversight and reporting of Genworth’s global Economic Capital (EC) model covering business lines in the United States, Canada, and Australia.

Managed all aspects of Genworth’s derivative technology platforms, providing a business-oriented solution to trading desk operations, treasury risk management, and the FAS133 derivatives accounting group.

Combined extensive Asset and Liability Management (ALM) knowledge, solid understanding of technology and data management, and leadership skills to achieve the successful implementation of the FAS 133 standard, resulting in minimal hedge ineffectiveness and best practice analytics.

Provided Asset & Liability Management (ALM) risk analytical support for $700B investment portfolio of Mortgage Backed Securities (MBS). Actively engaged in the day-to-day operations of all portfolio rebalancing decisions; managed the daily risk aggregation of all corresponding risk analytics.

Served honorably as an officer of United States Marines for 4 years.

Ma, Economics

Bsba, Finance