Roger C. Root Email & Phone Number

United States

New Jersey, United States

• Developing advanced projection models for competitive sports forecasting.
• Leveraging statistical analysis, data modeling, and machine learning techniques.

Philadelphia, Pennsylvania

• Modeled company-wide economic balance sheet and income statement for embedded value, economic capital, and own risk and solvency assessment.
• Owned the documentation and analysis-of-change for the ORSA reports and Bermuda CISSA reports required for regulatory solvency purposes.
• Managed the model inventory and risk assessment ranking tool to help identify high risk models.
• Used Prophet Enterprise and Prophet Professional to produce and troubleshoot model results.
• Partnered with Information Technology to develop robust end-to-end modeling solutions including process automation thus eliminating the need for this actuarial position.

Greater Philadelphia Area

• Managed transformation projects to the Prophet Professional actuarial system from other systems such as MG-ALFA, AXIS, PolySystems, and MoSes.
• Led model validation projects for Life Insurance products for GAAP reporting.
• Built a projection model for indexed-linked annuities with nested stochastic component for Statutory reserves.
• Used Python to develop audit innovation techniques using Clustering and Isolation Forests to identify outlier policies.
• Used R and Python to develop a logistic regression model to predict participant transfer behavior associated with Stable Value investments.

Cherry Hill, NJ

• Developed a cluster modeling application using R for model efficiency purposes applied to Universal Life and Variable Annuity products.
• Identified policy clusters to improve Variable Annuity benefit utilization assumptions.
• Built asset projection models for Cash Flow Testing purposes.
• Developed tools for stress and sensitivity analysis of Payout Annuities.

Wilmington, Delaware, United States

• Led the development of an integrated asset/liability model for Universal Life with the ability to perform dynamic asset rebalancing on-the-fly.
• Built asset projection models for Cash Flow Testing purposes.

Wilmington, Delaware, United States

• Led the asset adequacy testing of Japanese Traditional and Interest-Sensitive Life Insurance, Fixed and Variable Annuity, and Supplemental Health Insurance.
• Implemented embedded value of liabilities for the Japan block of business.
• Calculated the market value of liabilities and performed analysis of movement.
• Developed and implemented policyholder behavior models using regression.
• Performed experience study and set assumptions for Supplemental Health Insurance products.
• Calculated liability durations and other metrics to provide guidance for asset portfolio management.

Wilmington, Delaware, United States

• Performed the asset adequacy testing for Japanese Traditional and Interest-Sensitive Life Insurance, Fixed and Variable annuity, and Supplemental Health Insurance.
• Produced fixed-income asset cash flow projections including the reengineering of the process to streamline production time from weeks to days using VBA.

Columbus, Ohio, United States

• Modeled a potential new Bank-Owned Life Insurance product by simulating a hedge fund’s return behavior.
• Priced products for the Bank Owned Life Insurance market including separate and general account products.
• Performed quarterly embedded value calculations of Life Insurance and Annuity products and developed an automated process for the gathering and reporting of results using VBA.
• Evaluated the development and implementation of random mortality modeling to aid in analyzing reinsurance contracts.

Master Of Business Administration (M.B.A.)

Fellowship

Predictive Analytics Certificate

Chartered Enterprise Risk Analyst

Bachelor Of Arts, Finance