Résumé

I work in the Catastrophe Engineering and Analytics function, helping to establish analytical processes and pioneer the development and
application of new analytical methods in the catastrophe modeling space. I was part of the initial group of people recruited to form this function
and have helped to build the team to over 40 people across 5 offices around the globe. Specific responsibilities include:

• Establishing underwriting guidelines, product design, and pricing for high worth high coastal risk homeowner’s product delivered
  through MGAs starting from the ground up.
• Management of large commercial natural catastrophe risk assessments, specifically all US Energy and Technical Property business.
• Development of proprietary financial modeling techniques to account for the unique terms and conditions in energy.
• Development of proprietary vulnerability models for industrial facilities.
• Development of FastCAT, an alternative risk transfer product where coverage is defined by parameters of the natural catastrophe.
  • Regulatory innovation to sell the product on traditional insurance paper
  • Development of proprietary coverage forms, marketing and distribution through traditional brokerage networks.
  • New geospatial analytical techniques to be able to quickly assess catastrophe risk globally.

I currently work at AIR under their Client and Consulting Services Group (CCSG) managing the Decision Analytics group. I have also worked in the Insurance Linked Securities (ILS) team supporting a wide range of clients involved with catastrophe bond transactions from cedants, broker dealers, and structuring agents. I’ve worked on analyzing many aspects of these bonds including initial issuance, resets, and remodelings.

From a technical perspective, my roles at AIR have required me to use SQL, Microsoft Office products, R, ArcGIS, and Matlab.

In January of 2013, I obtained AIR’s Certified Catastrophe Modeler (CCM) designation. I am well versed with both of AIR’s major products – CLASIC/2 and CATRADER as well as the new Touchstone platform.

In June of 2013, I traveled to participate in the CARe Seminar as a panelist representing AIR worldwide. I discussed the basic mechanics of how an ILS transaction is modeled and launched into the market.

In July of 2013, I was promoted to Senior Risk Consultant to recognize my high level of contribution to the team. I have increasingly been assigned project management responsibilities and interfacing with an increasing number of external clients.

In January of 2014, I was promoted to be the Manager of the Decision Analytics group. This group is responsible for facilitating deeper analytics of cat modeling results with our clients. In particular, the group is responsible for portfolio optimization, model blending, parametric risk transfer optimization, and investigating new opportunities for developing analytical consulting services for AIR. My exposure to clients has increased significantly with this role.

• Responsible for pricing function for personal auto and property lines in various states including AK, AL, KS, MN, MI, MO, NE, NM, OR, OH, WA, and WI. Duties include producing indications, providing filing support, providing actuarial input at planning meetings, and responding to DOI questions. Extreme cases include travel to DOI offices to meet regulators.
• Developed new indication templates for homeowners incorporating new technological standards such as XML for data interoperability and writing macros for general process improvement in terms of time and storage efficiency
• Developed training course in VBA to give new skills to coworkers. Delivered training to roughly 40 employees. Feedback
  included possibly extending training to the company through the Employee Learning Center to displace current VBA training performed by a vendor that has received poor reviews.
• 
  Developed new data visualizations to aid in indication analysis. Project required communication skills to pitch the idea to business partners, statistical skill to develop visualizations, MS Office proficiency to create the visualizations, and ability to influence people to generate buy in.
• Managed two junior employees. Responsibilities included objective setting, training, and performance reviews.

• By peril modeling for Homeowners Insurance. Gathered data from internal policy and loss databases as well as incorporated data from Axciom, First American, NOAA public weather data, public crime data, and public census data. Used a variety of modeling techniques including partial least squares, principal component analysis, Markov models, and GLMs
• Personally responsible for the introduction of PLS and HMM techniques in class plan analysis. Introduced, developed, and applied HMM techniques for territorial weather modeling.
• Macro generation for Emblem, SAS, SAS EG, Office Suite, R – rating engines, task automation, calculating statistics, increasing operability between software packages such as office, emblem, and SAS. Received an award for saving the company tens of thousands in consulting fees and thousands of man-hours in process improvements
• Authored internal white papers on statistical concepts used for training new analysts. Papers, presentations, and examples on clustering, PCA, PLS, Gini coefficients, and HMM.
• Technical skills–Emblem, Classifier, SAS EG, SAS/BASE, SAS/STAT, SQL, R, VBA, C, C++, C#, VB, ASP.Net, Visual Studio. Courses in Basic Emblem, Advanced Emblem, Classifier, SAS Advanced Macro, SAS Clustering, SAS EG.

• Coordinated with Deloitte on predictive modeling. Worked on data preparation, validation, and knowledge transfer of models.
• Business Analytics – Provide analytical skills for product development in 11 states for Workers’ Compensation. Tasks included analysis of competitor’s filings, market segmentation analysis, providing actuarial exhibits, production and maintenance of financial reports to the field, recommendations for rate action, new business analysis, retention analysis, business performance tracking and modeling for yearly plans. Report generation in Access, Excel, and SAS.
• Ratemaking – Methodology included Loss Development Analysis, Premium Development Analysis, Permissible Loss Modeling
  (rate of return and expense ratio methods), Loss Ratio indications, On level calculations (parallelogram and extension of exposures), credibility weighting, residual market analysis, territorial analysis, trend analysis, and rating engine design and implementation.
• Regulatory paperwork – Producing filing documents and exhibits, interfacing with DOI personnel, interfacing with NCCI contacts, DSR reporting, interfacing with the SERFF filing system.
• IT – working with IT department for implementation of rating algorithms and rate changes, development of data warehouses, provided data reconciliation services to the IT department, worked with consultants on data preparation for predictive modeling.