Deep Patel

FSA, MAAA

Principal and Consulting Actuary

Chicago, IL, US

Deep is a principal and consulting actuary with Milliman's Financial Risk Management practice in Chicago.

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Experience

Deep has extensive experience with product design and development of equity-based guarantee products. He has extensive experience in developing hedging strategies for a range of U.S., Canadian, and multinational insurance companies. He has also managed the operations of hedge programs of several large life insurers and re-insurers. Deep has advised many companies on issues related to regulatory and economic capital.

Prior to joining Milliman, Deep worked for an actuarial software developer, advising companies on advanced modeling issues. These models included risk-based capital models, nested stochastic models, and modeling of complex derivative products.

Professional Designations

Fellow, Society of Actuaries
Member, American Academy of Actuaries

Education

Bachelors of Mathematics (With Honors) in Actuarial Science, University of Waterloo, Waterloo, Ontario

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Publications

Read their latest work

Article

Hedging and the need for speed

21 June 2012 - by Deep Patel, Jim Brackett, Sam Nandi

GPU computing can speed hedging calculations and deliver more robust data sets that allow for better management of financial risks.

Article

Sustainable manufacturing of variable annuities

01 March 2010 - by Ken Mungan, Deep Patel

A new approach to the creation and management of VAs is needed.

Deep Patel

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Experience

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Read their latest work

Hedging and the need for speed

Sustainable manufacturing of variable annuities

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Deep Patel

Experience

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