Jean-Baptiste Carelus
Senior Analyst II - Co-manager Portfolio Analysis at National Association of Insurance Commissioners (NAIC)- Claim this Profile
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Bio
Credentials
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Data Visualization with Tableau Specialization
CourseraSep, 2020- Sep, 2024 -
Excel/VBA for Creative Problem Solving Part 3
CourseraJan, 2020- Sep, 2024 -
Excel/VBA for Creative Problem Solving, Part 1
CourseraDec, 2019- Sep, 2024 -
Excel/VBA for Creative Problem Solving, Part 2
CourseraDec, 2019- Sep, 2024 -
Risk-Focused Solvency Examination
National Association of Insurance Commissioners (NAIC)Sep, 2014- Sep, 2024
Experience
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National Association of Insurance Commissioners (NAIC)
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Public Policy Offices
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400 - 500 Employee
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Senior Analyst II - Co-manager Portfolio Analysis
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Sep 2022 - Present
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Senior Analyst
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Apr 2014 - Nov 2022
Support macro prudential regulation of U.S. Insurers through risk focused monitoring of insurance company investments• Monitor changes in asset mix and assess market risk impact• Publish portfolio analysis resultsAnalytical support• Investment Risk-Based Capital Working Group• Capital Adequacy Task Force• Principle-Based Reserving Implementation (EX) Task Force
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Molloy College
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Religious Institutions
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1 - 100 Employee
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Adjunct Instructor
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Apr 2018 - Jun 2019
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Principal
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Oct 2011 - Jun 2017
Investment advisory and expert witness services. Investment advisory and expert witness services.
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Senior Principal
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May 2013 - Dec 2013
Dedicated experts focused on providing solutions for today’s most complex financial issues. Dedicated experts focused on providing solutions for today’s most complex financial issues.
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Navigant Consulting
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United States
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Information Technology & Services
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1 - 100 Employee
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Associate Director
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Sep 2008 - Oct 2011
Representative Engagements • Expert witness: MBIA vs. Patriarch Partners – CLO default and cash flow analysis • Audit of ALLL model development at a large Mid-West regional bank • Audit and verified results from BET model development process at large monoline insurer Representative Engagements • Expert witness: MBIA vs. Patriarch Partners – CLO default and cash flow analysis • Audit of ALLL model development at a large Mid-West regional bank • Audit and verified results from BET model development process at large monoline insurer
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Director (multiple titles from 2001 to 2008)
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Feb 2001 - May 2008
Structural/Legal and quantitative analysis of Cash and Synthetic CDOs, CLOs, Closed-End Funds (40-Act Funds), RMBS, ABCP, Structured Investment Vehicles (SIV), Hedge and Private Equity Fund of Funds - Interact with issuers/ bankers/ counsel on transaction review - Negotiate rating terms in ISDA, credit facilities, and other capital markets documentationManaged market value surveillance - Developed tools and processes for market value surveillance - Annual due diligence review of pricing service and managers - Monitor counter party ratings and eligibility - Evaluate portfolio changes, compliance against rating requirements, and recommend rating action, if needed, to rating committee Show less
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Quantitative Analyst
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Jun 1998 - Sep 2001
Manager selection, asset allocation, and performance reporting of managed programs; Return based style analysis and classification of the 13,000 + S&P Mutual Funds Database; Coverage of managers in the S&P Recommended Mutual Funds List; Analysis of economic data.
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Research Assistant
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Nov 1996 - Jun 1998
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Data Collector
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Feb 1996 - Nov 1996
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Education
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1996 - 1998
Brooklyn College
Master of Arts -
1989 - 1993
State University of New York-College at Old Westbury
BA
Community
