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Andrew helps develop the Moody’s Analytics Advisory Services offering, working across multiple teams to deliver tailored enterprise risk management solutions for insurers. He is dedicated to providing Solvency II internal models, and is experienced in liability approximations (replicating portfolios, curve fitting, Least-Squares Monte Carlo), ALM, hedging, economic capital optimization, and stress testing. Andrew has more than 10 years of experience in risk management for pensions, banks, asset managers, and insurers.

Before joining Moody’s Analytics, he worked at Markit/QuIC, Algorithmics, Mercer, and RBC. Andrew is a CFA Charterholder, and holds a variety of designations, including the FRM, PRM, and CAIA.

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May 2014 WebPage Andrew Waters