Jonathan Colon

Update FIS Prophet model libraries, DCS scripts, assumptions tables, and run settings for the RILA CFT and Financial Projections models Update model development tools such as table extractions and results pulls with VBA or specialized Prophet formulas Create and improve documentation pertaining to modeling processes

Senior Actuarial Associate, Annuity Modeling - Brighthouse Financial, Inc. - Remote

(2025-08)

• Update FIS Prophet model libraries, DCS scripts, assumptions tables, and run settings for the RILA CFT and Financial Projections models
• Update model development tools such as table extractions and results pulls with VBA or specialized Prophet formulas
• Create and improve documentation pertaining to modeling processes

Actuarial Associate, Annuity Valuation - Brighthouse Financial, Inc. - Remote

(2023-08 - 2025-08)

• Support the VA LDTI model via monthly and quarterly tasks such as model input preparation, control checks, and output distribution
• Perform sensitivity testing on the VA LDTI model assumptions and analyze the impacts on projected reserves
• Support model changes by creating Excel tools and macros that confirm proper update implementation
• Aid in preparation of VM31 memo detailing PBR assumptions

Actuarial Associate, Model Risk - Brighthouse Financial, Inc. - Remote

(2021-08 - 2023-08)

• Analyze risk profile of company models and ensure controls in place properly mitigate risk exposure
• Utilize actuarial modeling software such as PathWise and FIS Prophet to replicate in-scope model calculations from first principles
• Lead meetings with model owners to walk through evidence of model risk management controls
• Write reports summarizing the findings of model validations and action items required from the model owner

Actuarial Assistant, Annuity Pricing - Brighthouse Financial, Inc. - Morristown, NJ

(2019-02 - 2021-08)

• Update and run actuarial pricing models for deferred and immediate annuity products to obtain key profitability metrics and income statement projections
• Work with experience studies data and update model mortality assumptions to better align with company experience
• Other ad hoc tasks such as updating model scripts using Python and confirming benefit base/monthly payouts for in force VA GMIB policies

Analytics Intern - Savills - New York, NY

(2018-06 - 2018-08)

• Work in R-Studio to create and analyze regression models of commercial subleases
• Gather commercial real estate data online using web-scraping techniques and Python

Bachelors of Science - Mathematics - SUNY New Paltz (2013-08 - 2017-08)