Fiona specializes in conducting actuarial appraisals for reinsurance, and mergers and acquisitions in the life insurance space. She has extensive experience in asset modeling and valuation. Since joining Milliman, she has been active in conducting asset-liability analysis with a focus on fixed-income securities, derivatives, and alternative asset classes. She helps clients navigate current regulations around investments and has advised clients on strategies to increase capital efficiency under regimes such as NAIC RBC, BSCR, and S&P capital. She has been heavily involved in multiple Bermuda-focused transactions in the past few years. Fiona has consulted with clients on strategic asset allocations and reinvestment modeling through sophisticated tools developed in-house on optimizing asset segmentation and/or cash flow or key rate duration match.
Fiona is a frequent speaker at industry events and has published several papers on topics such as asset allocations and investment strategies of U.S. life insurers.
