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Neil Dissanayake, FIA , FRM

Director of European Trading
London, UK

Tel: +44 207 8471557

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Professional Designations

  • Fellow, Institute of Actuaries
  • Financial Risk Manager, Global Association of Risk Professionals

Education

  • BA, Mathematics, Hertford College, University of Oxford

Current Responsibility

Neil is the head of the European capital markets team for Milliman's Financial Risk Management practice. He has been with Milliman since 2006.

Experience

Neil leads the trading team in London, which provides support for clients with European exposures that utilise Milliman's global hedging platform. His team is responsible for the monitoring of client hedge positions and execution of hedge re-balancing trades on a variety of variable annuity and risk-managed investment fund portfolios. These portfolios cover a wide range of exposures to equity, bond, currency and interest rate markets. Neil also holds a senior regulatory role for Milliman Financial Strategies Ltd., an FCA-authorised investment manager.

During his nine years at Milliman, Neil has also gained experience in:

  • Hedge performance measurement, attribution and reporting
  • Implementation of dynamic hedge programs (valuation, capital markets and reporting)
  • Hedge design analysis for variable annuity products
  • Guarantee product business case and feasibility studies
  • Assessment of the profitability and capital requirements of guarantee products, using a variety of models (including nested stochastic investigations) and on a variety of reporting bases (including UK/Irish/US GAAPs and Solvency II)
  • Establishing reserving, capital and profit recognition methodologies for guarantee products
  • Compilation of new product submissions for the Irish Financial Services Regulatory Authority
  • Market-consistent pricing of guarantee products and their sensitivities

Prior to joining Milliman, he worked for the statutory valuation team at Legal & General, where his responsibilities included managing the stochastic valuation of guaranteed annuity options.

  • Work at Milliman

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