Prasun Mathur Email & Phone Number

London, Gb

● Senior leader tasked with investing optimally across fixed income assets (private and public) in a new team carved out of the CIO function. Grew the team from 3 in Jan 2019 to 13 now● Senior stakeholder management by way of a variety of engagement models● Asset origination: optimal execution of investment strategy, investing c. £5bn per annum o Make investment decisions (at an individual asset level) to deliver P&L. Good understanding of credit across infrastructure debt / equity, real estate debt / equity, structured and corporate credit. o Structuring individual trades to best fit balance-sheet and portfolio requirements o Optimal asset allocation calls across a diverse universe of opportunities in private and public debt o New asset class development: Market entry analysis – from idea generation to ultimate deployment of capital, including asset manager selection (this covers public and private asset classes)● Derivative optimisations via collateral management, CSA negotiations, identifying trading opportunities● Design and implementation of investment operating models, including clarifying roles and responsibilities● Capital optimisation: Accelerate capital generation through structuring and actuarial assumption changes● Liability origination: Support optimal pricing propositions for Bulk Purchase Annuities● Asset re-insurance: Support the development and execution of asset re-insurance solutions

London, Gb

Reporting to UK Life CIO.Focus:• Investment strategy development for shareholder assets (£88bn AUM including Annuities, non-Annuities, WP non return, surplus)• Investment delivery implementation as per plan (deliver origination pipeline for private debt assets, new asset classes)• Support investment strategy for success in Bulk Purchase Annuity markets in UK and Ireland• Improve mandate design and operating model to deliver execution as per strategy

London, Gb

Reporting to the Group CIO. . Increase risk-adjusted yield for the global balance-sheet. Drive improved investment analytics through finance innovation and change. . Investment strategy change for UK and Canada GI businesses

London, United Kingdom, Gb

Working with International Insurance supervisors, Multilaterals, UNDP to improve the ability of Insurers to deploy more capital in Infrastructure. This covers a) supporting reasons for differentiated capital treatment, b) amending laws and regulations in developing economies to accommodate foreign insurers investing in infrastructure & c) working with World Bank and other Multilaterals to increase the flow of investment grade projects for insurers to invest in Emerging markets.

I speak in various buy-side conferences on subjects varying from Solvency II, Derivatives, Quantitative analytics, ALM and Investment strategies. I am a judge for Insurance Asset Management and Insurance Asset Risk awards.

London, Gb

Part of the 'Financial Management Group'​. Mandated to optimally manage shareholder risks and returns arising from the Firm's assets and liabilities (~£64 billion). Various successes:* Matching adjustment Solvency II application to the Regulator: Thought leadership* Re-insurance transaction(s)* M&A transaction(s)* Bulk purchase annuity transaction(s)Various areas of focus:(1) Investment strategy: * Strategic Asset Allocation - assumptions and execution * Re-investing excess liquidity into Embedded Value generating trades. * Improving the return on capital of investment into Credit. * Investments into 'illiquid' fixed-income like assets like ERM, Infrastructure, CRE* Shareholder investment strategy (yield enhancement trades)(2) Asset Liability Management: Hedging solutions optimised for capital-efficiency (Rates, Inflation, FX, Credit, Equity). * Re-hedging of a £7bn annuity book. Best-in-class interest rate & inflation hedging across UK Insurers* Re-structuring (securitising) Equity Release Mortgages to make them Matching Adjustment eligible(3) Re-insurance transactions and M&A: * Successfully completed a multi-billion re-insurance transaction crucial for the Group, releasing significant value for the business* Enabling Group to understand balance-sheets for M&A and re-insurance transactions(4) Derivatives management: Re-couponing, CSAs, Central clearing. Establishing Repo capabilities in the organisation. (5) Risk modelling systems: Creating robust infrastructure for quantitative analysis driven solutions to the above problems(6) Improving actuarial models to release unnecessary prudence

London, Gb

London, Gb

Edinburgh, Scotland, Gb

(1) Structuring new products (equity and interest rate structuring) for Retail customers* Part of the team that priced and launched the Standard Life GLWB product in Canada, Cash ISAs in UK.* Structuring products with embedded optionality for retail clients: Variable Annuities, iCPPIs, Bond-option and Vol-Control strategies in accumulation and decumulation space* Stochastic modeling and pricing of the products in C/C++, with Excel as a visual interface & Matlab(2) Quantitative analysis* Economic Scenario Generator (ESG): Creation of various stochastic interest rate (Cox-Ingersoll-Ross, Hull-White) and equity models (Log-normal, Levy processes, Heston)* Delivered mandate to improve the annuity tracking strategy of the £600 million Pension Protection Fund managed by Standard Life Investments* Life-styling investment solutions for DC Pension schemes: New Lifestyling DC solution launched in 2012 on the back of my analysis (stochastic modelling, glide-path optimisation)(http://www.standardlife.co.uk/1/content/resources/uk_internet/PDFs/Retail/slma41.pdf)(3) Risk transactions* Investigation of hedging transactions for existing and new products: With profits books, GMxBs* Re-structured a 700 mn EUR notional complex derivative(4) Treasury and Balance Sheet management* Improving the economic basis for valuing the staff pension scheme, leading to a one-off IFRS profit of £59 million in 2010* FX hedging transactions

New York, Ny, Us

* Part of the team that manages a $500 million business – revenues driven by advertising dollars spent online* Econometrics & other analytic methods to better account for variance in user behavior & online revenues* Delivered insights into European Search & Local business, and recommended optimization strategies* Determined new monetization strategies for increasing user engagement and reducing costs incurred* Budgeting & planning revenue for European Search business, and achieved budget for every month

London, Gb

* Worked in Asset & Liability sales & structuring – with a focus on Insurance companies and Pension Funds* Interacted with Insurance companies across the globe (UK, Europe, US) to discuss their hedging requirements* Prepared sales pitch books for providing derivative solutions to various Insurers and Pension funds* Devised solutions and hedging strategies using financial derivatives – CPPI, Swaptions, Collars* Designed C++ based XLL add-in – Provides an Excel interface for rates & equity return simulations* Solvency II Value-at-Risk models for Insurers to reserve capital for Market risk ( Equity & Rates)* Econometrics: Developed an econometric model to represent Swiss inflation as a function of French inflation. Model subsequently used to price a structure with Swiss inflation-linked liabilities

London, Gb

* Worked in the Pension Fund Solutions team – focusing on providing solutions to Pension funds in Europe* Prepared several sales pitches and maintained the in-house pension solutions Excel tool* Worked on a hedging solution for an Italian insurer – designed to guarantee a minimum return plus an upside * Received Pre Placement Offer to work with HSBC full-time

San Jose, Ca, Us

Software Product Development in C/C++* Core Technologies team member - developed understanding of various Graphic file formats (EMF, EPS)* Added and fixed several features in products that Adobe sells: Photoshop, InDesign, Illustrator, Framemaker…* Nominated to present research work in “3D and its application in Adobe Products” at the Adobe Imaging Summit - San Jose 2006* Proposed and participated in project to design and develop a faster algorithm for DOC to PDF conversion* Initiated and helped manage the development of Adobe products on new technologies – Apple iMACs & 64-bit AMD machines. Coordinated with teams from Microsoft & Apple to accomplish this effort* Selected to mentor & counsel new hires for the Development and Quality Engineering verticals at Adobe

Austin, Texas, Us

Software Product Development - Integration Products - Server Technologies

Salzburg, Salzburg, At

Research Staff Intern, Salzburg Research rmbh, Austria.Research in the area of Semantic Web - European Union Project CULTOS

IBM India Research Lab, New Delhi.Research in Data Mining

M.B.A., Finance & Strategy

5 Year Integrated Master Of Technology, Mathematics And Computing

Secondary School, Maths, Physics, Chemistry, Computer Science