Matthew Dyer, ASA
Newtown,PA
Summary
Highly motivated investment professional with deep understanding of capital market linked insurance products and derivatives markets. Excels at marrying strong quantitative, problem solving and communication skills to navigate complex markets and achieve optimal outcomes.
Overview
9
9
years of professional experience
Work History
Investment Specialist
Penn Mutual Asset Management
Conshohocken, PA
11.2021 - Current
- Key role in day to day management of variable annuity, indexed universal life and overlay hedging programs
- Recommend and execute equity, interest rate and inflation derivative trades
- Build tools for valuation and PnL attribution of derivative instruments
- Manage derivative collateral portfolio for both OTC and cleared derivatives
- Manage duration and curve risk for insurance general account as well as fixed income total return accounts
Sr. Actuarial Analyst
Penn Mutual Life Insurance Company
Horsham, PA
09.2017 - 11.2021
- Responsible for variable annuity valuation and modeling
- Analyzed data and contributed to building predictive models for an accelerated underwriting engine
Supply Planner
World and Main
Crabbury, NJ
06.2016 - 08.2017
- Analyzed historical sales data to identify trends in product demand
- Managed the replenishment process by coordinating with suppliers and internal departments
Education
Bachelor of Arts - Economics And Mathematics
Rutgers University
New Brunswick, NJ05-2016
Skills
- Derivative trading
- Hedging
- Collateral Management
- Risk Management
- R/Python/VBA/SQL
Timeline
Investment Specialist
Penn Mutual Asset Management
11.2021 - Current
Sr. Actuarial Analyst
Penn Mutual Life Insurance Company
09.2017 - 11.2021
Supply Planner
World and Main
06.2016 - 08.2017
Bachelor of Arts - Economics And Mathematics
Rutgers University