Intelligent Insurance Technologies is developing SaaS applications to deliver Financial Engineering, Actuarial, Predictive Analytics, Machine Learning, and Artificial Intelligence software solutions to the Insurance Industry. Our first product is expected to be launched in the Second Quarter of 2024.

• Reviewed ALM Models and Analytics.• Built Stochastic Mortality Models using Generalized Nonlinear Models (GNMs)

• Applied advanced statistical techniques to enable the use of exogenous data in General Insurance reserving. These models could also be used for Strategic Asset Allocation and Stress Testing purposes.• Investigated the impact of economic variables on General Insurance Liabilities.

• Started and built the Market Risk Management Unit in AIG’s Retirement Services Division.• Designed and implemented the VA GMLB and Index Annuity hedging infrastructures.• Ran the day to day hedging operations, including market executions of hedging instruments.• Participated in the product development of VA GMLBs, including leading the design of a Risk Controlled Fund and fee indexing to the VIX Index. These innovations resulted in a VA GMLB with significantly positive equity vega risk.• Inventor on two patents, one with over $50BB in AUM.

• Supervised Derivatives Unit during period of rapid growth, from $1BB to $25BB notional inforce.• Introduced increasingly sophisticated and complex hedging programs.• Developed cost effective hedging solutions within management's stated risk tolerances.• Developed a front-office risk management system for EIA dynamic hedging program. • Worked closely with product development actuaries in designing new insurance liabilities with embedded derivatives. • Researched and purchased large-scale vended derivatives system to replace spreadsheets and manual processes. • Coordinated new derivatives approval process that included working with subject matter experts for ALM, portfolio and risk management, GAAP, tax, operations, systems, legal, and compliance.• Implemented insurance industry's first dynamic hedging program for capital market risks embedded in insurance liabilities, specifically for S&P 500 Call Options embedded in EIAs.

• Managed the ALM process for $6BB of life insurance liabilities, including developing strategic asset allocations by product line and working with portfolio managers on tactical asset allocation. • Ran the crediting rate setting process for $4BB of SPDAs.• Developed interest rate generator for actuarial Monte Carlo simulators.• Worked on customer retention strategies with Allstate’s marketing department.• Modeled SPDA customer lapse rates with logistic regression. This is probably the first use of modern predictive modelling analytics in the life insurance industry applied to policyholder behavior.• Priced new insurance products, including Long-Term Care, SPDAs, SPIAs, and MVAAs.• Developed methodologies for calculating durations, convexities, and embedded option values in interest rate sensitive insurance liabilities.

• One of 5 founding members of Citibank’s first FX Options Unit.• Built quantitative analysis/modeling infrastructure for the FX Options Unit.• Wrote OTC FX Options for Bank’s customers.• Delta hedged FX option book.• Delivered marketing presentations to Bank’s customers about FX Options.• Advised Bank's customers on alternative uses for FX Options. • Performed technical and trending analysis used by proprietary traders and sold to customers.• Performed fundamental analysis and forecasts of minor currencies.• Assisted senior economists in analyzing and forecasting major currencies.