This talk will present a case study on how Julia is being used to replace error prone Excel models and lengthy, repetitious data processing in the areas of executive compensation and option price forecasting. By migrating core models to Julia, Arthur J. Gallagher’s models and analysis are now delivered in minutes instead of weeks. Both the business and the technical impacts of Julia, such as run-times, time-to-answer, learning curves, debugging and bottom line savings will be discussed.
I am currently the executive partner and analytics practice lead at Technology Partnerz Ltd., a firm specialized in delivering analytics solutions focused on forecasting, simulation and optimization to organizations all over the world. As practice lead, I have advised senior leadership on analytics strategy and implementation, trained hundreds of business analysts on predictive analytics, lead or supported risk analysis initiatives in finance, operations as well as project cost and schedule risk.
Trained in Philosophy and Business with entrepreneurial experience in NYC and the Mountains of Colorado. Masters in Business Administration with a concentration on International Finance.
Executive Compensation Consultant for past five years. Role involves researching compensation levels within SEC law and reporting requirements and institutional investor proxy voting services guidelines; valuating equity grants in accordance to ASC 718; advising on incentive compensation plans pay-for-performance alignment and relative plan leverage, employing Monte Carlo simulation to test levels and payout distributions to client compensation philosophies. Lead research analyst in munging, verifying, collecting and analysis of The Conference Board annual Executive Compensation and Governance report data.