RenaissanceRe

I worked for RenRe in Chicago for 3 years then moved to Bermuda in 2012. I was in Bermuda for 4 years then relocated to the NYC RenRe office in 2016. I was there for 3 years then relocated to the Raleigh, NC office of Ren Re in 2019. I comfortably wear a number of hats as part of both the corporate Risk Solutions Team and also the Specialty Underwriting Team. 

Risk Solutions Team: I help build the tooling to model, track, and understand risk aggregations related to risk accumulation. This ranges from terrorism to counterparty credit and holdings level capital requirements. My role involves ensuring our systems capture appropriate deal information and that our internal risk appetite is properly defined. I own the process of ensuring proper modeling and clear communication of these risks both internally and to the board of directors. A huge part of this role is being a deep technical subject expert in our systems and helping get those systems to do difficult things. I build prototypes and train analysts in tools like SQL, Python, and R to help build the next generation of quant analysts at Renaissance Re. 

Underwriting Team: I build and run the probabilistic models used for underwriting crop insurance (MPCI and hail) around the globe. These models are both exposure based, when appropriate, and experience based. I advise underwriters in the US, Bermuda, Singapore, and London on the quantitative aspects of the crop deals we underwrite. I then ensure proper deal capture and portfolio tracking of deals in our portfolio.

VP - Risk Management

Guy Carpenter

Continued my role started at Collins and Associates after Collins was acquired by Guy Carpenter.

VP Analytical Services

John B. Collins Associates, Inc.

During its existence, John B. Collins Associates was the industry standard for modeling of US crop insurance and reinsurance. I supplied data and analysis to Collins going as far back as my time as a consultant in 2001. In 2008 I joined Collins with the explicit charge to increase sophistication, speed, and value of the Collins stochastic multifactor models. I did this through modernizing the modeling framework by moving the data storage to SQL Server and writing models on top of that data using R. 

Risk modeling subject matter expert including issues related to insurance/reinsurance modeling, commodity price modeling, and reinsurance portfolio analytics. 

Responsibilities Included:
•	Built optimization models to optimally cede insurance risk to the US Federal Government Standard Reinsurance Agreement funds. 
•	Built portfolio models to allow clients to understand risk sensitivities to changes in crop yields as well as commodity price fluctuations on a portfolio of insurance products. 
•	Provided quantitative support to the reinsurance brokers and directly to clients.

Vice President - Commodity Analytics

Genworth Financial

My risk analytics manager role included risk oversight of both product and interest rate risks. I built multivariate models to predict and track the performance of multiple lines of health related insurance products. These models ranged from operational tracking, such as expected policy declination models to lifetime ultimate loss models. I helped create a single "risk view" of the operation that included data from multiple systems as well as the results of expected value models. 

Projects included the following:
·	Econometric Modeling
·	Economic Capital (insurance VaR)
·	Risk Data Warehouses
·	Predictive and Descriptive Analytics
·	Multivariate Time Series Analysis

Manager, Risk Analytics

KPMG

Experiences included:
·	Hedging and Risk Management Strategies
·	Trading Policies and Procedures, including SOX 404 
·	VaR model development
·	Software development for a major Wall Street investment bank
·	Hedge effectiveness (FAS 133) models

Financial Risk Manager

GlobalAgRisk

·	Economic analysis (time series and cross sectional econometrics)
·	Team leader in design and development of software for quoting and deal capture of over the counter (OTC) options
·	Developed software packages for insurance sales and marketing
·	Developed hedging strategies using over the counter (OTC) and exchange traded weather derivatives
·	Built and validated catastrophic loss models including spatial analysis of risk

Principle

I build models. And according to George E. P. Box, my models are wrong. My skill is understanding when and where my models are useful. 

I'm an experienced risk and data scientist with a background in insurance, reinsurance, market risk, and stochastic modeling. I'm the guy who can build a Monte Carlo model, help parallelize the model to run on cloud services and then stand in front of a group of business leaders and put the work in context where everyone understands. My super power is thinking probabilistically, understanding risk, and communicating clearly.

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