Chris has more than 20 years of experience in designing and implementing software solutions for the Financial Sector. He has an in-depth knowledge of spreadsheet, database and automation technologies and has expertise in many different programming languages including C++, C#, SQL as well as numerous other languages, APIs and tools.
Chris leads Oliver Wyman’s ATLAS High Performance Computing team. ATLAS is a proprietary suite of tools designed for financial management of variable annuities and other insurance products with embedded guarantees. He has developed a significant degree of experience in the areas of economic scenario generation as well as pricing and valuation of derivatives and insurance products using Monte Carlo simulation techniques.
Chris has worked with a number of large insurers to test, refine and implement hedging strategies related to variable annuity portfolios. Chris and his team have worked with numerous clients to create or replace end-to-end Variable Annuity risk management systems. Chris is also familiar with buy-side risk management processes and vended platforms.
Chris has expertise in implementing high performance computing solutions including large scale cloud computing implementations (using Amazon EC2), programming on general purpose GPU cards and distributed computing frameworks such as Windows HPC.
Chris served as a member of the Microsoft Windows HPC advisory board and was a speaker at the 2012 GPU Technology Conference in San Jose, California. Chris has also written a number of technology based articles for the Society of Actuaries.
Beyond expertise in financial simulations, Chris has provided consulting services to numerous Fortune 500 companies where he has provided expertise for many diverse topics such as private equity modelling, Enterprise Risk Management, operational risk modelling, risk aggregation, systems implementation and automation.