Jason Smith Email & Phone Number

- Manage worldwide pricing of property LOBs to ensure consistent assumptions, methods, and parameters- Lead portfolio steering and profitability studies per region/product line- Assisting in model development, Cat View of Risk, Cat accumulation studies- Participate within operations reviews, portfolio reserving meetings, business reviews, etc. to inform C-Suite of property performance and projects- Assisting in developing MGA pricing approach from portfolio inception- Assume responsibilities for Canada and Latin America P&C pricing, along with an additional two direct reports

Stamford, Ct

- Managing Property and Specialty Lines pricing unit, with six direct reports - Previously "point person" leading D&O, Med Mal, and M&A pricing, while also assisting with pricing in all other lines of business- Member of "core team" in worldwide pricing tool development. Head of Testing team and member of programming team. Other responsibilities include model specification, coordination with external vendors, strategy meetings, database management, and specification review/synthesis- Developed Latin American and Caribbean pricing process- Presented "Reinsurance Structures" and "Actuarial Pricing" at the first PRE US Reinsurance Foundation Course -- three day presentation educating junior employees at PRE clients about reinsurance basics- Creating and testing models – frequency/severity simulation, credibility, as-if reinsurer experience, empirical trend, etc.

New York, New York

- Completed P/C pricing analyses, often under tight deadlines. Actuarial "point person" for Marine, Surety, and Worker's Comp lines. Also priced General Casualty, Multi-line, and Professional Liability analyses, as well as Canadian AL and GL business - Managed a direct report and trained her on pricing generally and Marine pricing specifically - Worked closely with underwriters to ensure timely decisions on programs - Learned to use catastrophe models (RMS and AIR) when pricing Marine and Multi-line accounts - Implemented Axis Re's first credibility model based on Patrik-Mashitz method - Tested and updated templates – ISO exposure, experience, credibility

New York, New York

- Completed a diverse array of pricing analyses for all P/C lines of business, but focusing mostly on Worker’s Comp, Marine, Surety, and Commercial Property - Performed stochastic analysis with Risk Explorer and Willis iFM, including modeling structured multi-year contracts - Prepared and delivered presentations to clients and reinsurers - Worked closely with brokers and cat modelers to ensure timely delivery of analyses - Assisted in creating Wills Re’s first credibility tool based on Patrik-Mashitz method - Developed a method of estimating cargo accumulations at US seaports and airports - Used client loss databases to create first loss scales for Marine and General Aviation - Created/maintained databases for rate changes and loss trends by LOB - Tested and updated templates – loss ratio, experience, credibility, exposure, trend

University Park, Pa

- Assisted instructor Brian Johnson (ACAS, Swiss Re) in the only P/C course at PSU - Used numerical examples, games, and projects to teach the theory behind P/C ratemaking and reinsurance (mechanics of on-leveling, trending, creating LDFs, loss ratio analysis, basic experience and exposure rating)