Simon has 13 years of investment and risk management experience, having worked for MLC Asset Management and Mizuho Bank prior to joining Milliman.
During this time Simon has assisted clients across a range of strategic initiatives, providing advice and execution, across investment portfolio and asset management solutions, as well as superannuation.
Examples include:
- Hedge Fund strategies & research
- Portfolio Management advice across Hedge Fund investment/disinvestment
- Developing Quantitative Risk Models and analysis tools for Market Risk and Liquidity Risk
- Liquidity Risk and Market Risk assessment reporting on FX and Interest Rate instruments.
- Improvement of investment process (automation, current models, new processes/models)
- Validating/Building Valuation and Yield Curve Models
- Developing portfolio optimisation and asset allocation models & frameworks
