Rahul Abraham

Experience

1. Senior Quantitative Associate

   New York Life

   Sep 2024 — Present · New York, NY, US

   Asset Liability Management and Investment Strategy- Lead end-to-end production of quarterly fixed income asset projections across all portfolios and scenarios, partnering with investment and data teams to validate data inputs, troubleshoot model outputs, and explain key drivers of change to senior stakeholders- Designed New York Life’s Net Investment Income model in Python by replacing legacy Excel-based logic with SQL-driven data pipelines and modular code; implemented more sophisticated reinvestment logic, conducted detailed impact analysis to validate consistency with prior results while improving runtime, scalability, and model accuracy across fixed income portfolios, and designed tableau dashboard to present projections in clear format for senior leadership- Built statistical regression model in python to attribute investment fund returns (internal and external) to key equity and fixed income indices, enabling more transparent benchmarking and improved capitalmodeling; addressed multicollinearity and expanded scope to include money market funds; results andmethodology were approved by the assumption committee and used in downstream actuarial impact testing

Education

• University of Michigan

  Bachelor of Science - BS, Applied Mathematics, Data Science

  2017 — 2020