Jay GlacySenior Consultant
 ASA, MAAA, CFA, CERA

Professional designations

  • Associate, Society of Actuaries
  • Member, American Academy of Actuaries
  • Charted Enterprise Risk Analyst
  • Chartered Financial Analyst certificant

Current responsibility

Jay is a senior consultant in the Chicago office of Milliman. He focuses his efforts in the area of enterprise risk management, helping clients balance total risk exposures and optimize their deployment of risk capital.
 

Experience

Prior to joining Milliman, Jay was senior vice president and head of asset/liability management at Allstate Financial. Before that, he was vice president at GeneralCologne Re Capital, a unit of Berkshire Hathaway, Inc. Prior to that, he was senior manager at Ernst & Young, providing strategic capital market risk advisory services to the life insurance industry.

Jay possesses specific expertise in the following subject areas:

  • Enterprise risk management
  • Strategic asset allocation
  • Institutional investment policy
  • Strategic capital deployment
  • Asset/liability management
  • Insurance product design and development
  • Economic capital formulation
  • Capital markets risk management
  • Derivatives application and accounting
  • Investment software design and development
 

Affiliations

  • Member, CFA Society of Chicago
  • Member, New York Society of Security Analysts
 

Presentations and publications

Jay's article "Asset/Liability Management for Insurers" appears in the January/February, 2008 issue of The Journal of Investment Consulting.
 

Education

  • BS, Mathematics, Seton Hall University
 
CONTACT INFORMATION
Jay  Glacy 

Office: Chicago, Ill.

Phone: +1 312.726.0677

Fax: +1 312.499.5700