Deep has extensive experience with product design and development of equity-based guarantee products. He has extensive experience in developing hedging strategies for a range of U.S., Canadian, and multinational insurance companies. He has also managed the operations of hedge programs of several large life insurers and re-insurers. Deep has advised many companies on issues related to regulatory and economic capital.
Prior to joining Milliman, Deep worked for an actuarial software developer, advising companies on advanced modeling issues. These models included risk-based capital models, nested stochastic models, and modeling of complex derivative products.
