Risk management professional with 20+ years of direct experience building and validating complex pricing and valuation models for financial, insurance, investment and banking corporations Expert in modeling life and annuity requirements with respect to Asset Liability Management (ALM) as well as reserve and capital requirements for Insurance, Market, Credit and Liquidity Risk Fully qualified actuary with 31 years' experience in insurance, investments and finance Formal training, and considerable experience, in: (a) stochastic calculus; (b) advanced statistical techniques; (c) C++ programming; (d) pricing models; (e) uses and applications of financial products; (f) advanced application of Mathematica software in both mathematical and statistical modeling; (g) programming in Visual Basic for Applications (VBA) Expertise in solving Ordinary Differential Equations and Partial Differential Equations Competence in expressing complex mathematical concepts in ordinary terms Owner of Foster Colley, a firm dedicated to: (a) the development of speed-efficient stochastic software; (b) risk management, risk modeling, and asset liability management; (c) model validation for actuarial and risk management systems; (d) consulting in Statutory, GAAP and IFRS accounting Master of Science in Computational Finance, Carnegie Mellon University Fellow of the Society of Actuaries Member of the American Academy of Actuaries