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Alex Marion’s focus is primarily on researching and developing both risk-neutral and real world capital market models to support Prudential’s living benefit ALM strategy. Prior to joining Prudential, he headed the insurance solutions group for Numerix as a VP of Product Management. Prior to joining Numerix, Mr. Marion served as a quantitative analyst for Phoenix Wealth Management where he developed a risk-neutral economic scenario generator with applications in VA and EIA dynamic hedging. Before Phoenix, Mr. Marion was a consultant with Milliman’s Financial Risk Management practice where he managed dynamic hedging strategies for insurers. Mr. Marion has experience delivering solutions in dynamic hedging, economic scenario generation, asset liability management, nested stochastics, counterparty risk, and regulatory compliance.