David Schreiner
Trader & Risk Manager
Chicago, IL, US
David works for the Capital Markets Group within the Financial Risk Management practice in Chicago. This group advises clients in banking, insurance, and funds management on financial risks, hedging strategies, and trading operations.
Experience
Since joining the Chicago practice in 2011, David has been responsible for trading derivatives to cover U.S. risk exposures on a number of Milliman's variable annuity and protection strategy hedging programs.
Prior to joining Milliman, David was a sergeant in the U.S. Army.
Professional Designations
- Series 3 Securities License
- Financial Risk Manager (FRM)
Education
- Bachelor of Science, Economics, Northwestern University
Publications
Read their latest work
Article
Overnight trading strategies
21 March 2024 - by Neil Dissanayake, Victor Huang, Ram Kelkar, Nima Shahroozi, David Schreiner, Brendan Tease, Bas Polder
The real-time risk management of futures-based hedging programs can benefit materially by expanding trading coverage to the overnight markets.
Article
夜間取引戦略：ダイナミック・ヘッジに夜間先物取引市場を活用する利点
21 March 2024 - by Neil Dissanayake, Victor Huang, Ram Kelkar, Nima Shahroozi, David Schreiner, Brendan Tease, Bas Polder
先物ベースのヘッジ・プログラムのリアルタイムのリスク管理には、夜間取引市場にまで取引を拡大することで大きな恩恵が得られます。
Article
ミリマン・デリバティブ調査：2020年主な結果
16 December 2020 - by Neil Dissanayake, Victor Huang, Ram Kelkar, Peter Lin, David Schreiner, Nima Shahroozi, Brendan Tease
本レポートでは、グローバルな生命保険業界におけるリスク管理へのデリバティブの活用に関するミリマンの調査に対する2020年アップデートにおける主な結果をまとめます。
Article
Milliman Derivatives Survey 2020: Key findings
16 December 2020 - by Neil Dissanayake, Victor Huang, Ram Kelkar, Peter Lin, David Schreiner, Nima Shahroozi, Brendan Tease
This report summarizes key findings from the 2020 update to Milliman's survey of derivative usage for risk management in the global life insurance industry.
Article
LIBORの終焉
25 October 2019 - by Josh Dobiac, Ram Kelkar, Jeanne Russo, David Schreiner
金利ベンチマークをリフォームし、銀行間出し金利（IBOR）からリスクフリーレート近辺の翌日物金利へと脱却するという大きな取り組みが、現在進行中です。
Article
The end of LIBOR
25 October 2019 - by Josh Dobiac, Ram Kelkar, Jeanne Russo, David Schreiner
Major initiatives are under way to reform interest rate benchmarks and move away from Interbank Offered Rates (IBOR) to overnight near risk-free rates.
Article
ミリマン2017年デリバティブ調査（英語版のみ）
29 January 2018 - by Neil Dissanayake, Victor Huang, Ram Kelkar, Peter Lin, David Schreiner, Chunpu Song
本レポートは、世界の保険業界によるデリバティブ利用状況に関するミリマンの調査の2017年アップデートから、主要な考察をまとめたものです。
Article
Milliman Derivatives Survey 2017
29 January 2018 - by Neil Dissanayake, Victor Huang, Ram Kelkar, Peter Lin, David Schreiner, Chunpu Song
This report summarizes key findings from the 2017 update to Milliman’s survey of derivative usage by the global insurance industry.