Kevin Klus

About Kevin Klus

Director, Risk Management at The Hartford - ERM Economic Capital Fellow of the…

Experience

1. Director, Risk Management

   The Hartford

   Jul 2014 — Present · Hartford, CT, US

   Economic Capital(October 2021 - Current)Group Reinsurance Pricing(April 2021 - September 2021)Credit & Political Risk(October 2019 - March 2021)Credit & Market Risk(April 2017 - October 2019)Performed scenario analysis and stress testing to quantify macroeconomic risks, counterparty risk, liquidity risk, political/geopolitical/regulatory risk, and emerging risks. Analyzed interest rates, credit spreads, and default probabilities.Model Validation (September 2015 - April 2017):Validated company-wide models in order to mitigate model risk. Major models validated: derivative valuation, volatility surface creation, historical value at risk (VaR), mortgage backed securities (MBS), and group life insurance pricing.Fixed Annuity Reserving (July 2014 - September 2015):Completed monthly reserving for fixed deferred annuities and structured settlements. Conducted financial reporting. Provided cash flow modeling and rate setting support. Analyzed policyholder renewal and lapse behavior as well as mortality experience.

Education

• Robert Morris University

  Actuarial Science, Economics

  2010 — 2014

Skills

• Actuarial Science
• Insurance
• Statistics
• Visual Basic
• Erm
• Microsoft Excel
• Leadership
• Fixed Annuities
• Structured Settlements
• Time Management
• Hedging
• Teamwork
• Risk Management
• Reserving/Valuation
• Public Speaking
• Model Validation
• Financial Analysis
• Financial Modeling
• Economics
• Customer Service
• Social Security
• Finance
• Data Analysis
• Cash Flow Forecasting
• Critical Thinking