Led UHG’s annual Own Risk and Solvency Assessment (ORSA) through active identification, financial analysis & assessment, mitigation, and reporting of organizational risks for portfolio management of $245B of assets and 360K+ employees. Key highlights: -Led the prioritized investment of $200M in cyber security spend with risk-based financial prioritization-Saved $1M+ in consulting fees by leading the Enterprise Risk Management (ERM) team to develop appropriate documentation and controls on models and creating and chairing a corporate model risk committee -Saved $300K+ of consulting fees by using internal modeling talent to validate peer models-Drove risk-based decisions on potential revenue shortfall from regulation change, through tangible financial analyses

Directed AIG’s economic capital modeling of casualty and life insurance segments, driving risk adjusted decision making for $500B in assets on businesses that span 150 countries with over 50K employees. Key highlights:-Led the quarterly enterprise economic capital model process that drove risk adjusted valuation of $500B in business assets and operations-Guided the $2B divestiture of Fortitude Re’s $34B reserves to Carlyle and T&D through economic valuation of AIG’s 77% stake in the firm-Managed risk based due diligence on the $5.5B acquisition of Validus Re-Reduced utilization of stockholder capital for operational risk 40% by steering an operational risk loss data capture improvement process to provide more comprehensive and consistent reporting

Directed the development and implementation of risk identification, control frameworks, and regulatory capital and balance sheet forecasting models supporting Basel II/III and Comprehensive Capital Analysis and Review/Dodd-Frank Act Stress Tests (CCAR/DFAST). Key highlights:-Implemented the Basel II/III Operational Risk Advanced Measurement Approach (AMA) modeling process and governance framework affecting $40B+ of Risk Weighted Assets, resulting in closure of all regulatory Matters Requiring Attention (MRA) in 8/2013-Created and rolled out a forecasting process for projecting the $300B+ balance sheet applying the appropriate risk weighted asset charges-Implemented the bi-annual CCAR/DFAST Operational Risk model, process, and governance plan, forecasting the $40B+ of Risk Weighted Assets, which examiners described as ‘industry leading’

-Modeled $4.5B+ fixed and variable annuity mortality and lapse experience-Developed a structured database system for ease of future use and enhancement of the lapse study-Managed $4.5B+ of variable annuity reserve calculations (Canadian GAAP/US GAAP) for financial reporting

Part of an Actuarial rotation through Sun Life Financial (2006-2009):-Enhanced profitability study of Sun Life Financial’s US retirement plan administration business, leading to divestiture and sal

-Drove a 50% reduction in the monthly reserving process, exceeding management expectations -Modeled sales inducement interest on variable annuities for deferred acquisition cost (DAC)