His areas of practice also include mergers and acquisitions, model validation, experience studies, and stable value products.
Recent projects include:
- Led extensive model review for a large synthetic GIC writer
- Led predictive modeling experience studies, assumption support and knowledge transfer for several variable annuity (VA) and fixed indexed annuity (FIA) writers
- Built a structured indexed annuity financial model for a large annuity writer
- Performed financial plan and cash flow testing for a large annuity writer
- Assisted a large FIA writer validate AG 33 reserves and assess the impact of AG 43
- Technical lead of a sell-side appraisal of the annuity and synthetic GIC business for a large transaction announced in 2012
- Subject matter expert on several sell-side appraisals of VA blocks in the U.S., Asia and Europe.
- Validated pricing, valuation, hedging and corporate models for numerous FIA and VA clients
- Performed independent pricing and risk analyzes for several FIA and VA writers
- Assisted a large base of clients with product design, pricing review and assumption benchmarking of FIA and VA
- Several risk management and capital management assignments related to economic capital and Solvency II
Guillaume is a Fellow of the Society of Actuaries, Member of the American Academy of Actuaries, and CFA charterholder.