Matthew Millar Email & Phone Number

I love a good quantitative puzzle to solve! With an exceptional background in risk, economics, asset management, and leadership, I bring a balanced blend of skills and experience. I thrive on purposeful work in organizations with challenging quantitative issues - I'm happiest when I'm contributing to solving an interesting problem with other creative and intelligent people.I have expertise in many aspects of mathematics, statistics, finance, decision science, risk management, and optimization and am interested in the application of these domains to a variety of adaptive and technical challenges facing society and corporations. In my first two years at USAA, I have run the Risk Management Routine for P&C Risk and direct the P&C Recession Monitoring effort. I am also the subject matter expert for P&C Risk on all the Financial Risk Stripes (Market, Credit, and Liquidity Risk), have written position papers on Inflation and Reinsurance, and have provided thought leadership on various initiatives such as cleaning internal telematics data for in-house use and identifying key trends in used car prices.My past experience includes consulting with a boutique management consulting firm owned by a thought leader in the area of decision optimization (Doug Hubbard), and as a portfolio manager for a Hedge Fund.My past hedge fund experience includes: managing a book for both pure alpha hedge fund strategies and for directional mutual fund products; developing innovative conceptual model of contango and backwardation in commodity strips; developing quantitative models that blend cointegration, momentum indicators, sentiment, and inventory analysis; applying cutting edge estimation and calibration techniques to risk management; writing as a popular commentator at Financial Sense.Commodity trading specialties include proprietary models for natural gas, grains, precious metals, calendar spreads for DJUBS index members. I have written papers on the determinants of GDP, specifically yield curve and crude oil prices; game theory; the role of expectations and faith in sovereign crises.

Listed skills include Commodity, Options, Derivatives, Hedge Funds, and 24 others.