David Stulman
Passaic,NJ
Summary
- To obtain a role as a data scientist/machine learning researcher in finance, business or other field
Overview
13
13
years of professional experience
1
1
Certification
Work History
Senior Data Analytics Consultant
Blake Willson Group
11.2024 - Current
- Working as a consultant for the VA housing project, utilizing varied sources of housing and mortgage-related data.
- Building models for prepayment and default using machine learning algorithms
SENIOR ACTUARIAL ASSOCIATE
FORTITUDE-RE
Jersey City, NJ
05.2023 - 08.2023
- Maintained and updated Python model that calculates economic capital and solvency requirements for the capital model for multiple capital regimes including the Bermuda Monetary Authority
- Utilized Python and its numerical/analytical libraries for resolution of a variety of issues related to complex quantitative risk issues
- Successfully implemented a change in the analytics library used in the model for ALM purposes including the stressing of a variety of instruments such as corporate bonds, FX Forwards, CDX and fixed income swaps under shifts of the yield curve and credit curve
ACTUARIAL DATA ASSOCIATE
HEXURE
Remote
07.2022 - 05.2023
- Used Python, Excel and VBA to prototype calculations for new products for software engineers resulting in successful coding
- Acted as actuarial liaison for illustration software testing group acting in an agile environment to reach goals on specific projects
SENIOR DATA ANALYST
ADVOCATE CAPITAL MANAGEMENT
New York, NY
12.2021 - 06.2022
- Utilized Python and Bloomberg to maintain and modify code base that prices and conducts valuation of interest rate swaps and cross-currency swaps
- Ran and maintained daily reports for company's clients highlighting key yield curve and currency exposures
MBS RISK ASSOCIATE
CERBERUS CAPITAL MANAGEMENT
New York, NY
05.2021 - 12.2021
- Supported month-end valuation pricing requests for MBS and portfolio
- Utilized Python data wrangling libraries (NumPy and pandas) for data investigations and cleanup
- Implemented prepayment model for MBS using Intex
- Used SQL in conjunction with Python for daily risk reporting
QUANTITATIVE INVESTMENT ANALYST
BROADRIVER ASSET MANAGEMENT, L.P.
New York, NY
08.2018 - 05.2021
- Oversaw sourcing and pricing of life settlement assets for longevity risk fund including analyzing mortality and morbidity risk
- Assessed viability of potential insurance company acquisitions
- Modeled and priced swaps and forwards on cash flows of longevity assets
- Ran monthly reports summarizing key portfolio analytics
- Used SQL, PowerBI, and Python for data querying and visualization
- Used machine learning algorithms in survival analysis to better model mortality risk stemming from portfolio
RISK ASSOCIATE
AXIOMA
New York, NY
08.2017 - 06.2018
- Utilized Python and its numerical/analytical libraries for resolution of a variety of issues related to complex quantitative risk concepts
- Assisted hedge fund and asset management clients with implementation and maintaining of risk solutions software for multi asset class portfolios across the strategy spectrum
- Supported clients' issues with Value-at-Risk (VaR) and other risk metrics including market betas, key rate durations, OAS, option Greeks for a variety of linear and nonlinear assets
- Supported daily risk reporting (PnL, VaR, Stress tests) for clients
ACTUARIAL CONSULTANT
NEW YORK LIFE
New York, NY
05.2016 - 07.2017
- Answered agent requests regarding illustrations for in-force UL/VUL policies
- Tested new life insurance illustration software using software testing practices
- Automated manual processes using VBA
SENIOR ACTUARIAL ASSOCIATE
TIAA
New York, NY
01.2012 - 04.2016
- Model validation and testing for fixed annuity business
- Wrote documentation relating to new model functionality and test plans related to embedded value, cash flow testing and asset-liability modeling
- Performed reserve valuation and analysis for variable/fixed annuities in accordance with VM-20 and VM-21
- Applied methods related to Actuarial Guidelines (AGs) including 33 and 43
Education
Machine Learning Specialization
Stanford University & DeepLearning.AI
03.2023
Bachelor of Science - Mathematics, Economics
Brooklyn College
05-2009
Skills
- VBA
- SQL
- Python (including numerical and ML libraries)
- R
- MATLAB
- C
- MG-ALFA
- Prophet
Certification
- Associate of the Society of Actuaries, 11/2013
- Chartered Enterprise Risk Analyst, 01/2015
Timeline
Senior Data Analytics Consultant
Blake Willson Group
11.2024 - Current
SENIOR ACTUARIAL ASSOCIATE
FORTITUDE-RE
05.2023 - 08.2023
ACTUARIAL DATA ASSOCIATE
HEXURE
07.2022 - 05.2023
SENIOR DATA ANALYST
ADVOCATE CAPITAL MANAGEMENT
12.2021 - 06.2022
MBS RISK ASSOCIATE
CERBERUS CAPITAL MANAGEMENT
05.2021 - 12.2021
QUANTITATIVE INVESTMENT ANALYST
BROADRIVER ASSET MANAGEMENT, L.P.
08.2018 - 05.2021
RISK ASSOCIATE
AXIOMA
08.2017 - 06.2018
ACTUARIAL CONSULTANT
NEW YORK LIFE
05.2016 - 07.2017
SENIOR ACTUARIAL ASSOCIATE
TIAA
01.2012 - 04.2016
- Associate of the Society of Actuaries, 11/2013
- Chartered Enterprise Risk Analyst, 01/2015
Machine Learning Specialization
Stanford University & DeepLearning.AI
Bachelor of Science - Mathematics, Economics
Brooklyn College
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