Daniel Wan Email & Phone Number

Newark

• Annuity Financial Modeling - Lead on GGY annuity modeling
• Lead FIA model build MDLC project – Successfully implement FIA annuity valuation model which helps valuation team assess financial results and risk metrics more accurately. FIA is newly launched product line within.
• Manage valuation model for the block of fix annuity business and GLWB rider type of retirement product;
• Lead the weekly annuity model enhancement meeting with Moody and work with GGY on implementation of annuity model requirements
• Involved in model converge from in-house valuation model into AXIS GGY model. Provided modeling and product expertise while working with Oliver Wyman consultants. Annuity modeling team successfully completed model.
• Collaborated with annuity valuation team, annuity assumption team to complete major business initiative on baselining Variable annuity Living Benefit valuation model which is used to calculate FAS157/FAS133 living.

West Chester, PA

Manage all aspects of variable annuities reserve adequacy testing, net amount at risk and cash flow scenario analysis for a block of variable annuities with account value in excess of $40 billion; Report quarterly risk metrics on time and without any incidents; Perform analysis of hedge projections for financial metrics; Implement strict reporting control.

West Chester, PA

Participated with financial modeling team and successfully implemented in-house nested stochastic liability projection system; Updated the system to project hedge cash flow which were used for various financial metrics; Performed analysis of projected Greeks on an on-going basis as a production control; Managed actuarial projection systems and implemented.

West Chester, PA

Life Financial Reporting and Valuation Department

West Chester, PA

Annuity Product Development - Annuity Pricing - VA,FA, EIA and SPIA

ALM in Fix Annuity