Shirley was a consulting actuary with Milliman's Chicago office from 2008 to 2017. She was involved with the pricing, implementation, and management of variable annuity hedging programs for some of the largest U.S. and international insurance and reinsurance companies. Her responsibilities included performing daily hedging analysis with MG Hedge; advising traders on derivatives execution; and providing performance attribution, reserve attribution, and ValueAtRisk calculations. Shirley has two years of experience working at large insurance/reinsurance, bank, and consulting firms during university prior to joining Milliman. Shirley started working in the Seattle office of Milliman in 2017, where she was involved in a variety of work related to MG ALFA modeling. Shirley played a key role in pioneering and leading Seattle Life’s IFRS 17 consulting services. She currently leads various largescale, multiyear projects focusing on model validation, IFRS 17 implementation, and ALM initiatives. She was also responsible for implementation of a Variable Annuity program, including month-end and quarter-end financial reporting, such as Market Consistent Embedded Value, Economic Risk Capital calculations, and ad hoc support for hedge reconciliations. Shirley has been an active volunteer on the Society of Actuary’s FSA Level Examination Committee for the past 10 years and recently completed her three-year term with the Society of Actuary’s International Section council.
