Quantitative investments professional with focus on use of derivatives for hedging, portfolio management, and management of market risk• Hedge Execution:Automated liability guarantee hedge program execution to achieve delta-neutrality and minimize execution costs, including selection and use of execution algorithms to assistAutomated options trading program to accommodate high trading volume: internal pricing, order formation, order routing and order executionEstablishment of hedge strategy for both economic and reporting effectiveness (FAS 133) for growing Pension Risk Transfer (PRT) businessFormalized prepayment loan calculation to allow loan officers the ability to quickly enter, change, and value loan prepayment schedules• Market and Counterparty Risk:Modernized value-at-risk model to allow for quicker end-to-end processing and the ability to quantify the impact of potential trades on counterparty VaR and liquidity; ability to use model results for initial margin requirements (SIMM)Front-office representation for Phase 6 implementation of regulatory Segregated Initial Margin working groupCollateral management to enhance investment income within risk limitsDesigned model to value, via replication, new market standard swap breakage language in foreign loans• Industry Participation:Assisted in designing an underlying index to help maximize crediting guarantees via rules-based approach across a diversified set of foreign and domestic equities, and interest rate indices, to allow for a low-volatility index with high equity exposureISDA consultation white paper outlining stance on inter-bank offering rate (IBOR) fallback provisions to account for IBOR termination as a going market interest rateAssist with state insurance agencies understanding of liability guarantee hedge programs• Committees:Product Risk CommitteeHedge Oversight GroupInvestments IT Steering CommitteeInvestments Model Risk CommitteeProprietary Index Review Committee

Hedge design and execution for variable annuity, equity indexed annuity and indexed life insurance guarantees• Hedge Design: Development of hedging strategies designed to manage equity and interest rate exposure of insurance guarantees under economic, statutory and capital frameworks Increased focus on hedge strategies under a captive framework starting in 2015Option portfolio design to manage insurance liability greek profiles Structured hedge design to manage long-term nature of variable annuity lifetime income withdrawal benefits Structured hedge design to manage initial margin requirements for interest rate swaps under Dodd-Frank • Hedge Execution:Hedge utilizing trading instruments across numerous asset classes: futures, total return swaps, interest rate swaps, vanilla options and structured instruments Responsible with communicating aspects of option and structured trades with investment banks Strong working relationships with major investment banks Quantification of annual hedge assumption changes, and resulting hedge asset rebalancing execution planningImpact analysis of rebalancing (unwinding) hedge positions• Hedge Pricing:Evaluation of hedge costs, impact on profit-loss and resulting risk profile for fixed income annuity fundsHedge costs, and effectiveness, under static and dynamic hedge frameworks for product pricing purposesAssessment of feasibility (economic cost) of adding a GMWB rider to the fixed income annuity chassis• Management:Manage staff involved in hedging implications for product pricing, proprietary indices and trading executionFrequently present hedging concepts, hedging frameworks and hedging results to senior managementHeavily involved in audits: documentation, walk-throughs and modeling framework explanationsOversight of trade execution modernization from Access/Excel platform to SQL/in-house GUI solution while maintaining tractability, improving run-time and enhancing process controls

Maintenance and updating of hedge processes for current and new products, and asset classes• Hedge Modeling: Responsible for maintaining hedge model used for trading execution Coding and implementation of new liabilities and hedge assets into hedge models (MatLab) Versed in standard modeling techniques: stochastic processes, Monte Carlo simulation, finite-difference methods • Hedge Reporting: Weekly hedge attribution report used to determine hedge effectiveness and provide feedback for hedge trading Quarterly hedge income used to forecast variable annuity financials

Fixed annuity and immediate annuity valuation models (ALFA) • Valuation Modeling: Initial coding of Actuarial Guideline 43 for variable immediate annuities into valuation model • Valuation Reporting: Quarterly Statutory, GAAP and Tax reserves for immediate annuities Liquidity report for variable annuity fixed option, fixed annuity and immediate annuity general account assets FAS 107 and FAS 115 valuations • Policyholder behavior studies used for variable annuity annual assumption changes: Non-GMWB partial withdrawals GMWB wait times • Managed actuarial rotation students

Management of variable annuity and fixed annuity products • Valuation Modeling: Developed a Visual Basic program to create variable annuity policy files for valuation modeling (ALFA) Coded variable annuity living benefits (GMIBs, GMABs and GMWBs) into valuation model Coded principles-based Required Minimum Distribution (RMD) 2006 legislation change • Financial Reporting: Quarterly variable annuity risk report outlining benefit value at risk profiles • Sales Support: Directed non-forfeiture compliant fixed annuity crediting strategies Actuarial support for variable annuity illustration marketing tool Designed application for underwriting team to evaluate large policies (greater than $1mm) without need for actuarial review Pro-forma of sales and reserving for lifetime withdrawal benefit on stand-alone mutual funds • Managed actuarial intern