Victor has led and been actively involved in a wide range of client engagements with financial institutions globally. During his 11 years at Milliman, Victor has developed extensive experience in:

• End-to-end design, implementation, and performance attribution of dynamic hedging programs
• Risk neutral valuation, risk management, and capital assessment for embedded optionality in variable annuities, equity indexed annuities, and defined benefit underpins
• Advice on asset allocation along with risk management strategies for superannuation funds and pension products including modelling and communicating the impact on real-world member outcomes
• Market consistent pricing, risk management, replication, and performance attribution of both vanilla and exotic financial derivatives in most major markets

Victor has also worked on a number of research projects, including co-authoring the following papers:

• Threshold analysis for dynamic hedging (2016)
• How effective is variable annuity guarantee hedging? (2016)
• OIS discounting for life insurance hedging (2014)
• The Milliman Global Derivatives Survey (2015, 2014, 2013)
• Overnight trading strategies (2014)

Prior to joining Milliman, he worked at National Australia Bank where he developed trading and risk reporting models for interest rate derivatives.