Zachary Polaski

Quantitative Developer @Milliman

Fort Lauderdale, FL, US

Owned pricing, volatility, and risk infrastructure supporting \\$2B+ in FIA liability fair value, including automated Greek, shock, and attribution pipelines that directly drove cap rates, hedge rebalancing, and client portfolio decisions- Designed and implemented arbitrage-free option and volatility models (Practitioners Black-Scholes, SVI/SSVI, Heston, G2++/Hull-White) used in live pricing, hedge design, and statutory valuation across multiple client programs- Spearheaded development of the SEC Rule 18f-4 Program VaR engine for defined-outcome products, enabling compliant risk limits, stress testing, and portfolio construction for exchange-traded options strategies- Owned the AG-54 / VM-21 regulatory capital simulation platform, including rules-based hedge rebalancing, credit transition and default models, and the end-to-end GPVAD pipeline linking pricing engines, governance controls, and statutory/economic capital reporting- Architected real-time conversion of American option surfaces into implied European volatility surfaces, enabling consistent pricing, hedging, and scenario analysis across dealer quotes and exchange markets- Developed and operated systematic fund strategies (volatility targeting, portfolio insurance, multi-asset and risk-parity variants) integrated directly into production pricing and hedging workflows- Ran nightly model calibrations, dealer quote ingestion, and strategy execution through C\\# and C++ engines, APIs, and ETL pipelines supporting next-day trading and client reporting.

Benedictine University

Bachelor’s Degree, Finance

ISEG - Lisbon School of Economics & Management

Master of Science (MSc), Mathematical Finance