Scott Navin Email & Phone Number

Boston, Ma, Us

Develop investment strategy recommendations to enhance earnings and mitigate risk for Company's Surplus and Liability Asset portfolios within a regulatory constrained environment; applying extensive knowledge of ALM, Statutory / USGAAP / CGAAP Accounting, regulatory capital, fixed income assets, public equities, alternative assets, derivatives, and portfolio optimization to develop strategic and tactical asset mix targets; from 2004 to 2007 responsible for North American OTC derivatives and interest rate futures trading, including hedge construction, documentation and efficiency measures

Team leader for Company's Asset-Liability Management Team, responsible for the interest rate risk management of all duration-managed General Account Business Units; applied knowledge of duration / convexity / partial durations, fixed income assets, and derivatives to better align portfolio assets with liabilities, operating within predeterminded risk tolerances; oversaw the development and implementation of a proprietary hedge matching algorithm that parsed macro interest rate hedges into micro hedges that qualified for hedge accounting treatment under FAS 133 Derivatives Accounting, thus enabling our proven economic based hedging operation to be sustained under radically new accounting framework; responsible for Company's futures hedging program (hedge analysis and execution) from 1991 through 2002; represented Investment Division on John Hancock's Demutualization Committee, multi-year effort culminated in the development of our "Closed Block" Investment Policy and seeding of assets to support existing policyholder obligations

Bs, Accounting / Finance

Activities and Societies: Varsity Golf

Msf, Finance