Ignatius Harrowgate-Quaye

Prepare quarterly IBNR reserve estimates for $410M commercial auto and general liability book using chain-ladder, Bornhuetter-Ferguson, and Cape Cod methods Automated loss-triangle build in Python (pandas) and SQL, cutting quarterly close prep from 5 days to 2 Built Tableau dashboard tracking actual-vs-expected emergence by line and accident year, used by the reserving committee Supported 2025 commercial auto rate filing for 6 states, preparing exhibits for trend, LDFs, and credibility weighting Reconciled claims data feeds against the general ledger, resolving $3.2M in coding mismatches before year-end Drafted plain-language memos explaining reserve movements to finance and underwriting leadership

Ran experience studies on 180K term-life policies to update lapse assumptions by duration and premium band Built Excel/VBA tool to compare mortality experience against the 2017 CSO table, flagging 3 underwriting classes for review Assisted with AXIS model validation for a universal life block, documenting 40+ test cases Presented intern project on lapse sensitivity to the Chief Actuary and valuation team

Tutored 60+ students per semester in calculus-based probability and SOA Exam P topics Created practice problem sets later adopted by two course sections

GPA 3.78/4.0. Dean's List (6 semesters). Relevant coursework: Loss Models, Life Contingencies, Regression & Time Series, Financial Mathematics.

Exam P — Probability (2022) Exam FM — Financial Mathematics (2022) Exam FAM — Fundamentals of Actuarial Mathematics (2024) Exam ALTAM — Advanced Long-Term Actuarial Mathematics (2025) Currently studying for Exam SRM — Statistics for Risk Modeling

Built a credibility-weighted claim frequency model for small commercial auto in Python using GLMs, improving holdout lift by 11% vs. the prior model.

Recognized for automating the loss-triangle build and accelerating the quarterly reserving close.