Reinsurance Risk, part of Investment Portfolio Risk:•Responsible for counterparty credit risk, providing independent risk support to WF Reinsurance through the risk analysis of reinsurance structured transactions for annuity and life products•Assists the business unit, through risk assessments/inputs, with the development of potential new and modified products•Guides the internal governance approval process efforts for potential new and modified products•Ensures compliance with statutory, tax and GAAP accounting/reserving requirements•Regularly advises senior management using actuarial or mathematical techniques to determine appropriate courses of action

• Contributed to the design and development of Counterparty Credit's stress scenarios, which led to successfully closing an outstanding MRA.• Responsible for designing, implementing the firm’s Counterparty stress testing framework, drafting Counterparty narrative, business processes, and process flows to complete INRs and milestones and corrections items to ensure compliance with challenging and changing regulations related to CCAR capital planning and stress testing.• Responsible for the automation design and valuation of the largest counterparty default, conduct the counterparty incremental default loss, and responsible for the Basel's counterparty Risk-Weighted Assets projection.• Developed the Basel’s standardized approach for measuring counterparty credit risk exposures.

• Responsible for implementing business processes necessary to facilitate compliance with challenging and changing regulations related to CCAR Capital and Stress Testing.• Developed non internal model method (”NIMM”) for capitalizing counterparty credit risk exposures.• Responsible for the development and implementation of the Largest Counterparty Default approach and leveraging the Trading IDR model in the creation of the Counterparty Incremental Default Risk Model.

• Successfully delivery of several research and analysis of investment & hedging engagements

Responsible for the development of FHLB's Life, Health, and P&C insurance credit models and underwriting criteria.

• As a FRM Financial Derivative Resource, performed derivative valuation support to multiple clients of major banks, financial firms, major insurance companies, as well as large multinational energy firms by performing independent valuation of complex financial instruments, including interest rate, equity options, credit derivatives, fixed income, etc. • Provided guidance to audit teams on audits of derivative and security valuations, valuation processes and controls• Conducted periodic assessments of hedging instruments used by major banks and energy companies.• Conducted comprehensive review and testing of ALM models used by treasury department of a major banks to manage their interest rate and liquidity risks • Assisted global investment banks re-valuing multiple commodity and financial trading portfolios during due diligence processes. • Completed two separate comprehensive forensic investigations of a multinational computer technology corporation based in Vietnam that included allegations of fraud, abuse and misconduct of C-level executives. The investigations entailed an in-depth electronic data review to determine the appropriateness• Performed internal audit of SOX controls for one of the largest US private-sector coal company. Tests included verifying transaction valuations, hedge accounts, account reconciliation, and appropriate report approval• Developed and designed a Short Term Incentive model to assist the Chief Accounting Officer of one of the nation's leading food and beverage companies in further automating their existing STI Computation• Developed FAS 120 and FAS 60 Deferred Acquisition Cost calculations model validation tools for a leading global provider of insurance, annuities and employee benefit programs’ Traditional Life products

• Reviewed and analyzed forecasting data, assumptions, methods, and treatment for Universal Life Traditional Life, and other Life and Health insurance products from a GAAP and Statutory perspective;• Developed and priced Life and Health products or businesses such as Long Term Care, Equity Index Annuity, Critical Illness, ALM, Equity Indexed UL, Long Term Care, Long Term and Short Term Disability;• Performed year-end financial, and reserve calculations for financial reporting and underwriting.

• Reviewed and analyzed forecasting data, assumptions, methods, and treatment for Universal Life and Traditional Life insurance products from a GAAP and Statutory perspective;• Monitored and analyzed expiration calculations and Prepared Deferred Acquisition Costs calculation, projection and cash flow tests for Universal Life business;• Designed and developed new methods to measure the profitability of Intermediaries/Costumers.