David K.A. Mordecai was Interviewed as an Industry Expert on Longevity and Mortality by Derivatives Week

Print Friendly, PDF & Email

David K.A. Mordecai, President of Risk Economics, was interviewed as an industry expert for the April 21, 2008 issue of Institutional Investor publication Derivatives Week, regarding the calculation of life expectancy and its relationship to longevity derivatives, for an article entitled Mortality Assumptions Key to Longevity Structures.

David K.A. Mordecai was Interviewed as an Industry Expert on Longevity and Mortality by Derivatives Week

David K.A. Mordecai is President and Co-Founder of Risk Economics, a New York City based advisory firm. Risk Economics® specializes in the application of computational economics to the proprietary development and scalable implementation of robust modeling and data analytic frameworks for valuation, strategic and systemic risk analysis, and dynamic asset-liability management.

During his 30 year tenure in the financial services industry, David K.A. Mordecai has served as a Managing Director at Swiss Re, where he led Relative-Value Market Strategies, a quantitative economics and financial engineering function with the global mandate to develop firm-wide and industry standards, benchmarks and frameworks for the valuation and trading of exposures underlying long-dated life, health, medical and pension liabilities as well as geopolitical risk. Prior to this, he served as Senior Advisor to the Head of Swiss Re Financial Services. Previously, at a multi-strategy hedge fund with $10 Billion of assets under management, he was Managing Director of Structured Products, responsible for $5 billion of CDO assets. Prior to his role as a hedge fund manager, David K.A. Mordecai was Vice President of Financial Engineering/Principal Finance at AIG, and a Director at the rating agency Fitch. During the first decade of his career, David Mordecai specialized in credit analysis and the origination, structuring, and trading of leveraged loans for non-recourse project finance and highly leveraged transactions involving corporations and financial institutions.