
Valea Frederickson-Coyne
Valea Coyne currently serves as a principal and senior consultant, specializing in asset modeling for complex and sophisticated investment strategies. She leads the development and enhancement of advanced functionalities within multiple modeling systems, including derivatives, private credit transactions, and exchange rate risk management. She manages multidisciplinary teams that integrate bespoke strategic asset allocation algorithms and third-party vendor tools into the Integrate calculation engine. Her role involves overseeing client projects from initial scoping and planning through technical implementation, quality control, and final delivery. She collaborates closely with clients to identify areas of improvement in their financial models and to strategize solutions that enhance performance and mitigate risk. Her expertise allows her to continually refine modeling processes and develop innovations that align with evolving industry standards. She frequently consults with stakeholders to ensure solutions are technically sound and address specific client objectives. By staying abreast of new industry trends and regulatory changes, Valea tailors strategies to suit each client’s unique needs. She is a frequent researcher and presenter at industry conferences, continually providing guidance on the latest developments in asset modeling.
Experience
Valea entered the insurance profession in 1992 as an investment analyst and trader. During this time, she specialized in the modeling and projection of mortgage-backed securities, with an emphasis on collateral mortgage obligations. Over the course of her career, this experience broadened to cover all asset types. Complete areas of expertise include cash flow testing, asset/liability management, and asset modeling.
(1999 – present): Senior consultant in the LTS practice, providing consulting services and asset modeling expertise to life insurance and reinsurance clients by focusing on implementing, enhancing, and supporting Integrate product functionalities.
Profiles of alternative assets in the life insurance landscape
Recognized by the SOA and included in SOA curriculum.
In conjunction with Milliman’s Paris Office.
- 2024 – ValAct SOA Meeting; Reinsurance ALM Optimization under Bermuda Regulatory Framework
- 2023 – Life SOA Meeting; Modeling of Alternative Assets and Complex Investment Strategies
- Advanced Structured Security Analytics Certification, Massachusetts Institute of Technology
- MS, Finance (Summa Cum Laude), Georgetown University
- BS, Mathematics (Magna Cum Laude), Rutgers University
- BA, Economics (Magna Cum Laude), Rutgers University
- Duration Analysis and Portfolio Immunization Theory Intensive Training Course, University of Illinois, Champaign-Urbana
- Valea has been a moderator at Society of Actuaries meetings on software-related topics.