Christopher Foehner
Investment Vice President @ Prudential Financial | Quantitative Modeling, Asset Liability Management & Hedging Strategy
- Role
- Investment Vice President at Prudential Financial
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
About Christopher Foehner
Our team builds & maintains quantitative models/algorithms that support asset-liability management (ALM) & associated hedging strategies to minimize market volatilities and maximize distributable earnings (also while maintaining compliance within stringent regulatory confines as applicable, eg. NAIC VM-21). Our work is instrumental in guiding senior management towards financial stability and value for the organization overall.Further, we investigate dynamics of market conditions on computationally complex ALM projections across existing and numerous stressed environments, ensuring capital market/hedging strategies are not only effective, but serve our shareholders efficiently.
Experience
Investment Vice President
Oct 2010 — Present · Newark, NJ, US
Quant focused on ALM modeling and hedge strategy development/analytics. Provide guidance on optimizing maximum distributable earnings in consideration of overall capital volatility in normal and stressed equity/interest rate market conditions. Extensive experience in coding VM-21 explicit calculation of Statutory Reserves compliant with NAIC regulation and required disclosures.
Education
New Jersey Institute of Technology
MS, Biopharmaceutical Engineering
Columbia University in the City of New York
BA, Economics & Mathematics
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