FIA, FIAA, FSA, MAAA, CFA, CERA, FRM
Professional designations
- Fellow, Institute of Actuaries
- Fellow, Institute of Actuaries of Australia
- Fellow, Society of Actuaries
- Member, American Academy of Actuaries
- CFA Charter Holder, CFA Institute
- Charted Enterprise Risk Actuary, Institute of Actuaries of Australia
- FRM Charter Holder, Global Association of Risk Professionals
Current responsibility
Charles is a consultant in Milliman’s Australia Financial Risk Management (FRM) practice. He has been leading the development of the next-generation enterprise risk quantification and reporting tools in Europe and Australia. His other commitments include areas of guaranteed investments, exotic derivative modelling, risk-driven asset allocation strategies and wealth management product designs.
Experience
Charles specialises in quantitative risk management, guaranteed product development and wealth management. Some of his experiences include:
- Designing and developing enterprise risk quantification and reporting tools in Europe and Australia
- Assisting large European life insurers with capital reporting under the Solvency II framework
- Leading the development of advanced and robust asset valuation models for plain and exotic assets, including securitised debt and mortgage instruments
- Applying replication portfolios techniques to complex liability modelling
- Providing recommendations and implementation of hedging strategies
- Carrying out the valuation, pricing, product development and capital assessment of various life insurance, mortgage and wealth management products
- Performing data analytics using advanced statistical methods
Charles has several years of experience in quantitative model development, retirement product design, banking and risk management.
Prior to joining Milliman, he spent several years with Mercer and subsequently with Deloitte Actuaries & Consultants.
| Presentations and publications |
- Replicating Portfolios and Risk Management, IAAust Biennial Convention, April 2011
- Protection Strategies - Analysis of Their Impacts on Market Stability, Actuary Australia, Issue 155, November 2010
- Protection Strategies - Analysis of Their Impacts on Market Stability, 5th IAAust Financial Services Forum, May 2010
Education
- Bachelor of Commerce, Actuarial Studies, University of New South Wales
- Bachelor of Science, Mathematics and Statistics, University of New South Wales
- First Class Honours with University Medal in Mathematics, University of New South Wales
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