Nate Dorr

The group focuses on quantitative finance modeling for market consistent valuation and pricing of equity and interest rate derivatives with a particular focus on those embedded and related to insurance products. This work includes economic scenarios, hedge strategy development, and financial projections for hedge strategies with nested stochastic techniques.

Nate oversees development and support of FRM’s standard software suite for valuation and risk analysis of fixed income assets and derivatives in real time trading applications. The group also focuses on quantitative driven fund management, volatility forecasting, volatility controlled funds, and risk parity strategies.

Prior to joining Milliman, Nate worked for multiple insurance companies in derivative strategies and investment management roles. He worked on equity derivative strategies, variable annuity hedging, FIA design, and risk management, and also in interest rate derivative risk management and hedging. Additionally, he has experience in investment risk management for fixed-income portfolios.