David L. Email & Phone Number

Fully Remote

Economic capital modeling using WTW Igloo

Fully Remote

Effective review and challenge for P&C elements of enterprise stress testing, reverse stress testing.

Greater Los Angeles Area

> Lead role in capital modeling using Conning's ADVISE and Guy Carpenter's MetaRisk, including: a) analysis and visualization of large volumes of simulation data using R; b) integration of catastrophe event tables; c) asset risk modeled with economic scenario generator (ESG). Designed model validation framework in support of company ERM and ORSA. Worked with capital allocation methods and rating agency models (S&P, A.M. Best, RBC).> Research and promote best practices in company's actuarial reserving and capital modeling functions, including engineering workflows in R, SQL Server, VBA, and ResQ.> Enterprise-level analysis and special projects, including catastrophe reserve analysis using ChainLadder package in R.

London, United Kingdom

> International rotation program between Farmers Insurance Group and parent company Zurich Financial. > Technical pricing of a personal lines home portfolio, including an end-to-end SAS and EMBLEM (GLM) predictive modeling project to support the launch of a student possessions product. Updated the fraud detection analytics model for personal lines motor.> Reserve analysis of £400M commercial book. Analyses for financial planning, including stochastic modeling and simulation of large losses.

Greater Los Angeles Area

> Managed a team of analysts in pricing and reserving a $1B non-standard personal auto portfolio.> Led improvements to analysis tools in line with company best practices. > Provided consultation to product managers in planning rate action.

Greater Los Angeles Area

> Performed quarterly reserve analyses of $10B personal auto and home loss experience. > Managed integration of ResQ software using VBA and Access automation to expand pricing and reserving capabilities with less staffing.> Built capital model proof-of-concept in Remetrica (Aon Benfield).

Greater Los Angeles Area

> Pricing analyses to determine actuarially sound rate changes. > Product revision proposals to improve personal auto performance in several states.

Bachelor Of Arts - Ba, Economics

Master Of Engineering (M.Eng.), Operations Research

Coursework includes statistics, optimization, and simulation. Degree project: Award-winning simulation of silicon wafer flow.