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Michael Jacobson

Principal and Financial Consultant
Brookfield, WI, US

Tel: +1 262 7842250

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Education

  • B.S., Mathematics, University of Wisconsin – Madison
  • B.S., Philosophy, University of Wisconsin – Madison
  • MBA, Finance, University of Chicago – Booth School of Business

Current Responsibility

Michael is a principal and financial consultant with the Milwaukee office of Milliman. He manages Milliman’s analytics offerings supporting the growing mortgage credit risk transfer market. In addition, he consults to mortgage insurance companies, global reinsurance entities, and government institutions on additional forms of mortgage collateral performance exposure. He joined the firm in 2005.

Experience

Through Milliman’s credit risk transfer analytics, Michael has worked with a variety of participants in the Fannie Mae and Freddie Mac credit risk transfer market. He has worked extensively with credit insurance/reinsurance participants with engagements focused on evaluating market opportunities, reinsurance pricing, portfolio risk management, model development and validation, and financial reporting. In developing this practice, Michael has also worked with lenders, mortgage insurers, and investors evaluating other forms of back-end and front-end credit risk transfer, including bond transactions, lender transactions, and deeper coverage mortgage insurance.

Michael has also worked extensively with the mortgage insurance industry with engagements that include reserving, capital adequacy, reinsurance analysis, pricing, and model validation for private mortgage insurers, government entities, and reinsurers. Throughout these analyses, Michael has managed the development of mortgage credit risk models for both U.S. and international exposures.

  • Work at Milliman

    • “I was offered a chance to come in, shake things up, create something."
    Work at Milliman