Jeff Mcclure Email and Phone Number

-Model validation-Liability analytics production (duration, convexity, key rate durations, WAL, etc)-Developed internal economic capital model framework -Development and production of investment income models for pricing and internal economic capital model-New product risk oversight -New deal risk analysis (M&A and reinsurance)-Pricing framework oversight -Economic scenario generation, real world and risk neutral-Actuarial assumption oversight-Developed a… Show more -Model validation-Liability analytics production (duration, convexity, key rate durations, WAL, etc)-Developed internal economic capital model framework -Development and production of investment income models for pricing and internal economic capital model-New product risk oversight -New deal risk analysis (M&A and reinsurance)-Pricing framework oversight -Economic scenario generation, real world and risk neutral-Actuarial assumption oversight-Developed a proof of concept predictive analytics experience study and assisted in implementation into production-ALM modeling and stress testing -Hedge strategy analysis, proposals and governance -Strategic asset allocation development Show less

-Corporate Actuarial Liaison for Life and Protection business unit. Understand actuarial issues within our life and protection division. Keep corporate stakeholders informed, help answer management's questions, and inform business unit of corporate initiatives, provide guidance to management on assumption and methodology setting, and help explain quarterly financial results to corporate and group management.-Reinsurance solutions for the Annuity division, including both internal and… Show more -Corporate Actuarial Liaison for Life and Protection business unit. Understand actuarial issues within our life and protection division. Keep corporate stakeholders informed, help answer management's questions, and inform business unit of corporate initiatives, provide guidance to management on assumption and methodology setting, and help explain quarterly financial results to corporate and group management.-Reinsurance solutions for the Annuity division, including both internal and external transactions. Did analysis of impacts on internal financials as well as pricing of reinsurance deals. Analyzed both inforce and new business reinsurance transactions. Lead reinsurance projects from start to finish including drafting treaties, negotiating with counterparties, obtaining necessary internal approvals, etc. completed transaction. -Annuity Valuation for Variable, Fixed and Fixed Indexed Annuities. Learned AG43/VACARVM, AG33, AG35, Regulatory (including C3P2) and Rating Agency Capital (S&P and Moody's). Learned ALFA modeling for VAs and some TAS modeling for Fixed Annuities.-Variable Annuity Asset/Liability Management, worked on hedging strategy analysis, asset valuation, asset financial reporting, asset modeling, and replicating portfolios. -Product Development and Pricing for Variable Annuities. Learned both traditional (real world) as well as market consistent pricing methodologies. Learned Economic Capital Framework. Show less

Worked in Corporate actuarial aggregating financial results from business units and creating reports to relay information to Senior Management.