Robert Aquino Email and Phone Number

Individual Life Model Development, Research, and Testing:Researched relevant regulatory and model risk frameworks, underlying products, assumptions and methodologies for: independent model updates, testing, and review.• Represented Life liabilities in collaborative asset modeling standardization. Designed, developed, and maintained: model functionality, standards, and improvements to allow code portability and unify Asset Liability Modeling between business units. • Discovered opportunities and implemented model improvements for reinsurance, sensitivities, and extraordinary functions; shaving hours off runtimes and improving transparency. • Helped bring first ALFA grouped regular life model to AXIS production. Worked with users to reconcile the seriatim modeling transition, processing differences, and methodology improvements. Supported new platform usage, which resulted in a ~50% reduction in stochastic modeling runtime.• Provided training, production support, and model guidance for Forecast reporting.

Individual Life Actuarial Analysis and Modeling, Model Development: • Converted and integrated legacy systems to modern platforms, working with 3rd party software providers and internal development to provide streamlined solutions. Specified software modifications, identified modeling workarounds, and prototyped pre/post calcs as challenges were encountered. The project bolstered seriatim modeling capabilities and consolidated three platforms to one. • Redeveloped in-house assumptions creation software for usability and backend platform migrations. Updates included versioning, customizable defaults, and reuse of prior input (auto completion) for modeling choices. Expanded applicable assumptions to include reinsurance updates and reduced regular update times by 90%.• Created timely stopgap tools for acquired business. Integrated TAS model reporting into our forecasting process, facilitating reporting and conversion review. Provided input cataloging and transformation from valuation models (MG-Triton), and general rate format to AXIS tools for the conversion.

Individual Life Actuarial Analysis and Modeling, Development and Platform:Developed and improved .NET programs for Individual Life's Actuarial Analysis and Modeling’s ALFA model: control process, input staging, reporting, and review. Provided technical support for local hardware, software, and HPC.•Refreshed and helped build upon suite of control and proprietary input utilities for model version upgrades, to address underlying software migration from APL to C#. Suite functionality and translation included: ◦ Building models programmatically from modularized components.◦ Database versioning, some programmatic update, and analysis of those components.◦ Input creation from standardized database or excel formats.◦ HPC prep and collection.•Designed and led development for software that analyzed models and their populations to highlight incidental defaults or where default values had been accepted. Previously, this was tedious or unclear due to lack of indication in the model’s GUI. Automated, it was then integrated into the assumption update process.