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Location:
Decatur, GA
Posted:
September 30, 2014

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Resume:

Asher Proschansky, JD, ASA, FRM

**** ******* *****

Atlanta, GA 30329

404-***-****

PROFESSIONAL EXPERIENCE

Colonial Life

March 2014 - Present

Sales Representative

Towers Watson

Senior Analyst Life Actuarial

April - June 2012

Seriatim Check of Life Insurance reserves

ING Investment Management Company July 2000 - April

2012

Assistant Vice President & Senior Risk Analyst (January 2007 - 2012)

. Investor Risk Disclosures

o Risk disclosure for

. Subprime, Alt-A, Prime, Agency MBS, CMBS, Credit

Derivatives, Monolines, other ABS

o Risk measures by vintage included:

. Pipeline Delinqencies, Estimated Losses, FICO, LTV, Ratings

Breakdown, Ratings Downgrades.

. Examination of Derivative Hedging Effectiveness (over 3000 OTC

derivatives and approximately 100 Exchange futures)

. Limit monitoring for:

o TBAs

o Reverse Repos

o Dollar Rolls

. Risk Oversight of Derivative Counterparty Collateral Operations

. Examination of ING's Security Lending Agent Activities

. Creation of MATLAB models in Credit Risk

Financial Data Architect and Software Developer (January 2005 - December

2007)

Building a Financial and Analytic Data Warehouse for ING as part of the

Risk Management TeamSoftware Developer (July 2000 - January 2005)

Previous ING IT Projects Include:

. Architected company wide utilization of Barclays POINT and other

vendor analytics including the creation of investment models and

scenarios

. Batch Utilization of Bloomberg Data License

. Bank Of America Lighthouse - CDS VAR

o Transact SQL to generate portfolio requests

o DTS packages to format in Bank of America format

. Created what if portfolio re-balancing trials using DS Horizon results

for multiple scenarios; what if runs utilized attribution results for

Horizon returns versus benchmarks in several scenarios

o Used SQL Server Reporting Services

. Created the General Accounts Tax Basis

. Wrote ING's General Ledger Investment Interface Project Lead -Brought

the D&D Derivatives product into ING and mapped out interfaces

supplying data to the companies main reporting and analytic databases

. Architected the administration of General Account Leveraging programs

including Dollar Rolls, Securities and Reverse Repurchase Agreements

EDUCATION/CERTIFICATION

Bachelor of Arts: University of Rochester, Cum Laude with Distinction in

Mathematics

Juris Doctor : George Washington University National Law Center,

Professional Certifications:

Associate of Society of Actuaries (ASA):, Finanacial Risk Manager (FRM)

Educational Pursuits:

Pursuing Financial Analyst Studies in hopes of passing Chartered Financial

Analyst Exams

. Passed CFA Part 2 June 2011

. Sitting for CFA Part 3 June 2014

References:

. Peter-Paul Hoogbruin, VP -ING INVESTMENT MANAGEMENT, Internal Client,

Phone Number 678-***-****

. Jim Fink, Managing Director Securities Operations and Business

Support, ING INVESTMENT MANAGEMENT, Mentor, Phone Number 678-***-****

. Rao Casturi,, VP, ING INVESTMENT MANAGEMENT, Phone Number -770-690-

4864



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