From scratch workbook to strategy call.
Liability analytics, hedging and transaction support for life & annuity insurers and reinsurers.
Life & Annuity · Reinsurance · Transactions
- Data & cash flowsIn-force, treaty terms, projections
- ModelsPython · Excel · Prophet · AXIS
- AssumptionsMortality, lapse, utilization, expenses
- AnalyticsPVs, sensitivities, attribution, replicators
- Risk & economicsCTE, IR01, hedge P&L, collateral, treaty value
- DecisionPrice it, sign it, hedge it — or walk away
What I'm brought in for
Three kinds of problem. One analytical chain underneath all of them.
Liability analytics
What are we actually pricing, assuming or reinsuring?Due diligence, pricing, assumption analysis and cash-flow work on life and annuity liabilities. Replicating portfolios when the asset side needs a liability it can trade against. Product economics before a launch. Model challenge when a number has to hold up in front of a board, a regulator or a counterparty.
Hedging & risk
Does the hedge still fit the liability it was built for?Hedge strategy and hedge analytics for guaranteed and interest-sensitive products: swaps, swaptions and total-return structures, IR01 and delta approximations, sensitivity work, CTE impacts and quarter-over-quarter attribution. The liability and the derivatives in one analysis, so a move can be explained rather than just reported.
Reinsurance & transactions
What is this block worth, and what will it cost to hold?The liability side of a transaction, from first look to close: due diligence, pricing, collateral modelling, treaty economics and the analytics a negotiation runs on. Then implementation support after signing, so the model that priced the deal is the one that reports on it.
Models & automation
The analysis usually needs something built: a pricing or projection model in Python or Excel, work inside Prophet or AXIS, reporting that runs without someone rekeying it, or a decision tool your team keeps using after the engagement ends. I build those myself. Automation isn't the service. It's why the service is fast, and why the answer can be reproduced and audited.
Experience built inside the work.
Experience across insurers, reinsurers and insurance platforms, spanning transactions, liability analytics, hedging and actuarial execution.
- Canada Life
- Legal & General
- Fortitude Re
- Resolution Re
- TAI Re
Important. Bounded. Urgent.
Most of what I'm brought in for has the same shape: a transaction under diligence, a pricing basis that has to survive a board or a counterparty, a hedge that moved and nobody can yet say why, a collateral model due before quarter-end, a process that only runs when one person is in the building.
That is the wrong shape for permanent headcount and the right shape for a specialist with a defined mandate. I do the analytical work myself, and I leave the models, the reconciliation and the reasoning with your team.
Book a conversation
Three commitments, so you can decide before the call rather than during it.
Assumptions travel with their reasoning.
Every number comes with the argument behind it, the conditions under which it stops holding, and a plain statement of where my confidence is thin. If one assumption is doing all the work, that is the first thing you hear, not a footnote.
Analysis you can challenge. Models you can run.
No black-box recommendations. You get the workbook, the code and the reconciliation, built so your team can rerun it, extend it and disagree with it after I've gone.
Defined scope. Dated deliverables.
Engagements are scoped in weeks, in pieces, each with a deliverable at the end, so you can stop after any one of them. The first conversation is about whether the problem is worth solving at all.
Book a conversation
Times come straight from my calendar. Pick the length that matches where you are.
Who you are, what's on your desk, whether there's a fit.
Book 15 minutes → 30min Scope a problemYou have a specific problem. We work out what solving it would take.
Book 30 minutes → 45min Working sessionFor a problem already under discussion. Bring the block, the treaty or the model.
Book 45 minutes →Booking runs on my Outlook calendar, so the slots you see are real. Confirmation and a Teams link arrive by email.
Engagements remote or on site. If a booking link ever fails, email works — I reply within one business day.