I am a graduate student at Boston University, currently completing a Master's in Actuarial Science with a background in Economics and Information Systems from Temple University.
The goal of this portfolio is to observe and explore how actuarial and financial risk mechanics behave in real-world settings. This portfolio will examine how mathematical choices can affect entire systems: how loss distributions shift around the dynamics of reserving triangles, how yield curve twists stress an institutional balance sheet, and how analytical results can drive commercial decisions.
To examine these effects, this portfolio will contain two auditable modeling environments, each accompanied by a downloadable Excel workbook detailing the formulas driving the models.
Production-grade decision-support applications with dual-engine mathematical reconciliation and downloadable Excel models.
Connects a compound Poisson-Gamma aggregate loss model simulation (using frequency, lambda, severity, alpha, theta) to per-claim deductible retentions, a 36-month Chain-Ladder reserving triangle with Ultimate = Paid + IBNR reconciliation, and an underwriting waterfall walk modeling price elasticity and margin attrition.
Evaluates asset-liability cash flows across discrete yearly tenors using central difference approximations to measure effective duration and convexity. It evaluates net changes in company surplus across non-parallel yield curve shocks while separating mark-to-market economic valuation from annual accrual Net Interest Income.
My goal is to bring this combination of quantitative modeling, programming discipline, and analytical clarity to an actuarial or financial risk team, contributing to core modeling work while learning from experienced practitioners.