Gregory Richardson Email & Phone Number

Saint Paul, Mn, Us

St Paul, Minnesota, United States

• Designed and built a general application in R to price multi-line reinsurance and produce inputs to stochastic risk models.• Implemented GLMs and stochastic models in R and Excel to price specialty commercial lines, assess loss history credibility, and estimate aggregate loss distributions.• Built reinsurance pricing models in Excel/VBA/R and Excel/VBA/SQL .• Built various personal lines rating tools in Excel/VBA.

• Consolidated into a common Excel/SQL framework four legacy reinsurance pricing models along with tools to configure and export parameters to simulation models in Igloo.• Designed and implemented in Excel/R a rating model for specialty commercial auto liability business.• Performed pricing and risk-measure analyses in Igloo of various reinsurance options to help brokers and client companies design optimal reinsurance programs.

• Designed and built in Excel/SQL an application to allocate property catastrophe reinsurance cost and net profit/loss to location level and export results to a web-based mapping service.• Implemented a framework for automating data upload to a web-based modeling platform. Assisted actuaries, catastrophe modeling analysts, and clients in configuring automated upload.• Working with vendor and internal users, developed technical specifications for custom enhancements to an external software service.

London, Gb

• Designed and built a general Excel/VBA application for pricing reinsurance on casualty, property per-risk, and workers compensation business and for generating simulation model input parameters.• Built a predictive modeling application in Excel/VBA to refine workers compensation ceded loss estimates.• Performed pricing and risk-measure analyses of various reinsurance options, including non-traditional vehicles such as catastrophe bonds, industry loss warrants, and structured or “finite” reinsurance, to help brokers and client companies in designing reinsurance programs.• Built economic capital models for client companies in ReMetrica for various regulatory and risk-control objectives. Also provided training to ReMetrica users at client companies and advised clients on the design of economic capital models.• Implemented numerous customizations, extensions and automation facilities in ReMetrica, which have been widely used both internally and at client companies.

• In the Corporate Actuarial unit, performed quarterly reserve analyses for various business segments.• Built an application to calculate and monitor reserve discount for long-term workers compensation claims.• Monitored and periodically updated spreadsheet tools used to generate company-wide profitability reports.• In the Corporate Staff unit, produced periodic reserve runoff projections for use by the investments unit.• Performed various actuarial support tasks for the ceded reinsurance unit, such as ceded loss monitoring for profitability reports, reinsurance cost allocation to business unit, and preparing treaty renewal submissions.

Doctor Of Philosophy - Phd, Mathematics

Bachelor Of Science - Bs, Physics