Josh specializes Asset/Liability Management, particularly with respect to Variable Annuities and other Unit-Linked products. He also has substantive experience in Quantitative Finance and the modeling of complex financial assets and liabilities, as well an the impact of accounting and regulatory reform on hedging, ALM and financial risk management. Prior to Milliman, Josh had nearly seven years of ALM and financial & statistical modeling experience in the life insurance markets in the United States, Europe, and Asia. Josh holds a Masters of Science in mathematics from the University of California at Irvine, as well as a J.D., with a specialization in insurance law, from the University of Connecticut, where he was also the managing editor of the Connecticut Insurance Law Journal. His academic background puts him in an excellent position to consult on hedging, derivative valuation and simulation, stochastic modeling and regulatory developments in insurance.