Tianao Li

Manager @Oliver Wyman

Chicago, IL, US

Performed the Pro-forma analyses to quantify the differences between the Full Retrospective vs. Modified Retrospective methodologies and support management decisions on the LDTI transition method - Developed the alternative data pipeline within Moody\'s AXIS as an alternative GAAPLINK to enable the end-to-end valuation under LDTI, along with enhanced management analysis support - Developed proof of concept LDTI model and independent validation tools for Moody\'s AXIS LDTI calculations - Led the development of a prototype reinsurance GGY AXIS model as part of a modernization process. Various scalable tools are developed to convert the TAI reinsurance data to model-ready format - Helped a major US reinsurer maintain and update their PBR model - Led the campus recruiting for the Chicago office