Sabrina R. Email & Phone Number
@lgima.com
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Who is Sabrina R.? Overview
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Sabrina R. is listed as Portfolio Manager at L&G – Asset Management, America, a company with 275 employees, based in Chicago, Illinois, United States. AeroLeads shows a work email signal at lgima.com and a matched LinkedIn profile for Sabrina R..
Sabrina R. previously worked as Portfolio Manager at Lgim America and Associate Portfolio Manager at Lgim America. Sabrina R. holds Master Of Science - Ms, Computational Data Analytics from Georgia Institute Of Technology.
Email format at L&G – Asset Management, America
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AeroLeads found 1 current-domain work email signal for Sabrina R.. Compare company email patterns before reaching out.
About Sabrina R.
Sabrina R. is a Portfolio Manager at L&G – Asset Management, America.
Sabrina R.'s current company
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Sabrina R. work experience
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Portfolio Manager
Current
Actuarial Sr. Consultant, Risk Management
Optimize investment strategy for various lines of business (Annuity, Retirement Plan, Life, and PRT) to enhance yield under risk constraintsConstruct Tableau reports to monitor and analyze pool/portfolio risk and return profiles, funding level, and liquidity statusBuild asset and liability analysis tools in Databricks with PythonTactical analysis and.
Investment Actuary
- ️Design and build stochastic asset cashflow projector for $27billion of assets for ALM to reduce AG43 reserve and surplus volatility
- ️Present and recommend risk management strategies to the Asset-Liability Committee (ALCO)
- ️Implement and maintain analytical libraries of present value, duration, KRD, spread duration for assets covering structured products, CLO, MBS, corporate bond and $24 billion of FIA/FA liabilities
- ️Design and implement copula-GARCH and DCC model to estimate asset total returns time series and project returns using Monte Carlo simulation
- ️Implement and enhance Black-Litterman model incorporating generalized portfolio manager's views
- ️Analyze and optimize asset allocation for BOLI/COLI using Mean-CVaR efficient frontier
Derivatives Intern
Sabrina R. education
Master Of Science - Ms, Computational Data Analytics
Master Of Science - Ms, Actuarial Science
Bachelor Of Science - Bs, Mathematics
Frequently asked questions about Sabrina R.
Quick answers generated from the profile data available on this page.
What company does Sabrina R. work for?
Sabrina R. works for L&G – Asset Management, America.
What is Sabrina R.'s role at L&G – Asset Management, America?
Sabrina R. is listed as Portfolio Manager at L&G – Asset Management, America.
What is Sabrina R.'s email address?
AeroLeads has found 1 work email signal at @lgima.com for Sabrina R. at L&G – Asset Management, America.
Where is Sabrina R. based?
Sabrina R. is based in Chicago, Illinois, United States while working with L&G – Asset Management, America.
What companies has Sabrina R. worked for?
Sabrina R. has worked for L&G – Asset Management, America, Lgim America, Nationwide Financial, and Security Benefit.
How can I contact Sabrina R.?
You can use AeroLeads to view verified contact signals for Sabrina R. at L&G – Asset Management, America, including work email, phone, and LinkedIn data when available.
What schools did Sabrina R. attend?
Sabrina R. holds Master Of Science - Ms, Computational Data Analytics from Georgia Institute Of Technology.
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