Luyao Li

Luyao has been managing the asset modeling and projection for numerous Merger & Acquisition transactions and reinsurance deals. He is also involved in several consulting projects regarding asset liability management (ALM), strategic asset allocation, portfolio optimization, and rotation. For ALM, he has experience on duration matching, efficient frontier, and derivative modeling. He also helps on cash flow testing projections for asset modeling.

Prior to Milliman, Luyao was with a public accounting firm working on financial reporting, auditing, modeling, and projection.