Rowan Becker Email & Phone Number

Melbourne, Victoria, Australia

Australia

I led the development and pricing of innovative retail discretionary and retirement wrap products designed to encourage positive behaviour change in the way people save. Products include Endowments, Guaranteed bonds, voluntary annuities, retirement annuities, life annuities, living annuities, structured products.Involved in setting the strategic direction of the product range, facilitating the development of new and existing products and collaborating across the organization to identify opportunities and enhancements that competitively differentiate the offering.Optimisation of product margins on the Invest platform.Oversaw staff, budgets and provided leadership and guidance that drives performance.Managed integration with other businesses.Oversaw and contributed to the development of marketing material.

Product actuary assisting Discovery Invest in launching innovative products. I over saw the entire product development life cycle from product ideation to launch.

Managed product development, pricing and technical marketing for Liberty's life insurance products. Products included: Life cover, dread disease, income protection and capital disability.Applied quantitative and analytical methods to projects and provided expert knowledge in actuarial functions to benefit business and services.

I have been exposed to credit modeling. In particular, the projects I worked on involved IAS 39 impairment modeling for the large banks in South Africa. I have gained experience in the following:• pricing of vanilla instruments such as swaps, options, foreign exchange options, forward contracts, forward foreign exchange contracts, cross currency swaps;• pricing of exotic derivatives such as binary options, barrier options, range accrual swaps, RODS;• interest rate modeling including: building and calibrating a single factor Hull White model, building and calibrating a Black Derman and Toy Tree model, curve construction using Bootstrapping and Svenson methodology;• valuation of Employer Share Option Schemes and Long Term Incentive Performance Schemes using Monte Carlo Simulations;• Hedge Accounting – I have designed and built Hedge Accounting models (in Excel, VBA and Matlab) for Interest Rate Swaps, Cross Currency Swaps and Inflation Linked Swaps.• modeling in Excel and Matlab; and• training and assisting clients in the valuation of the derivative instruments

Bsc, Actuarial Science & Advanced Mathematics Of Finance, Cum Laude

Education record