Asher Proschansky, JD, ASA, FRM
Atlanta, GA 30329
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