Built full-stack application for consumption of internal calculation engine from scratch using many core features of Vue, including but not limited to - Vuex with persisted state (in localStorage) - Vue Router with both in-component and global navigation guards as well as protected and public routes - Building base components upon which others were extended utilizing slots and $attrs/$listeners. - Unit testing with Jest and Vue Test UtilsUsed and extended functionality of third party packages as well - Utilized Axios for data fetching with request/response interceptors to handle access JWT expiration - Provide analytics and graphical output using the Vue implementation of Chart.js - Implemented Composition API-like utility files/functions in TypeScriptBuilt the backend in Django using the Django Rest Framework - Connected Django to legacy database to handle regular managed tables as well as read-only tables - Implemented the three-serializer solution (list, detail, input) as while it wasn't the most DRY it simplified each individual serializer for those not as familiar with DRF as others - Extended the Django built-in user model and hooked it into existing auth built by other internal IT - Utilizing Jinja2 templating engine, coupled with Parcel for bundling custom JS combined with Chart.js to provide stand-alone charting outside the Vue app for download/print functionality

Investment model validation actuary.Validated reverse stress test Excel based modelConsisted of creating a duration/convexity based challenger model for a selection of assets in the portfolioValidated Kamakura Risk Manager modelTasked with validating the principal payments for different types of bonds and derivatives.Created a challenger model in Excel to calculate market values (using Numerix) for callable bonds, principal pre-payments for MBS and CMOs, and other basic principal payments.Performed database lookups using SQL script to compare custom calculated payment results against KRM model output.Validated Numerix Portfolio CDS valuation modelPerformed benchmark analysis in Bloomberg of specific single-name and index contracts. Performed detailed check of aggregation of index tranches against underlying base index. Used a simplifying approximation to perform an aggregate stress test for the entire single-name and index CDS portfolios.Validated Murex Derivatives Valuation ModelCreated challenger models in Excel and Quantlib-Python to calculate market values and other metrics (Greeks, etc.) for products such as equity index options, swaptions, swaps (interest rate, fx, total return). Used Bloomberg to benchmark figures for volatility swaps and CDS contracts.

Valuation actuary in NYL's guaranteed products department.Performed Single Premium quoting for small to medium sized cases and participated in the conversion from Mainframe to Prophet.Participated in Reg 128 and FAS 133/157 monthly and quarterly reporting. Began the process of implementing Reg A695 reporting.Performed phone interviews for the NYL student program and manned a table at the 2015 ASNY career fair.Pricing actuary in NYL's group membership division.Learned cash flow testing model used in year-end process and provided results presented to OCA in a two month period. Model was coded in PTS/APL, and due to unforeseen circumstances I was required to learn the model without anyone in the department to provide significant guidance.Assisted in creating Critical Illness product and Chronic Care rider, both of which are able to be produced as paid or unpaid products. When unpaid we are able to determine the anticipated cost to the client's dividend on deposit.Calculated cash surrender values or reduced paid up insurance amounts for people from a specific group who have surrendered insurance.Actuarial representative for spring 2015 triennal audit of one of our third party administrators.Performed resume screens and phone interviews for the NYL student program.

Served in a support role in a small pricing group reporting directly to the Chief Actuary.Analyzed, debugged, and ran Excel simulations for a project that analyzed the effect of inflation on the balance sheet. I also performed an integral role in preparing the PowerPoint presentation given to the Chief Actuary.Assisted in updating of simulation of asset allocation analysis under one-week time-frame.Created documentation for a set of files which assist in the parameterization of loss distributions with the intent of the simulation being made available as a tool for use company-wide.Streamlined month-to-month process of analyzing major changes in letters of credit.

Continuing research done during my PhD as well as teaching accelerated Calculus 3 class.

I primarily served as a teaching assistant for numerous different courses.

Taught three post-secondary basic mathematics courses.

Taught four sections of Algebra 1 basic and one section of regular Algebra 1.