Jeanne Russo

Senior Trader and Risk Manager, Milliman Financial Risk Management LLC

Jeanne Russo is a Senior Trader and Risk Manager in the Capital Markets Group within Milliman Financial Risk Management LLC.  In this role, she manages several hedging programs for U.S. and international clients, executing global derivative transactions in equity, currency, and interest rate products. She also the co-leader of Milliman’s LIBOR transition research project and contributor to the Milliman Derivatives Survey. The FRM practice manages hedging strategies in interest rate, equity, and foreign exchange risk for insurance companies, pensions, endowments, and funds with more than $180 billion in combined account value, providing customized derivatives overlays, dynamic hedging strategies, and the proprietary Milliman Managed Risk Strategy.

EXPERIENCE

Jeanne has more than 15 years of experience in the capital markets.  Prior to joining Milliman, Jeanne was a derivatives portfolio manager and trader at UBS Asset Management responsible for the design, construction and implementation of Liability Driven Investments (LDI) strategies across fixed income and equity portfolios.  Prior to UBS Asset Management, Jeanne worked in a variety of investment roles including portfolio and asset/liability management and market risk oversight on portfolios in excess of $700B at both Freddie Mac and Fannie Mae.

EDUCATION

MBA, Finance, University of Maryland Robert H. Smith School of Business
MS, Finance, University of Maryland Robert H. Smith School of Business
BA, Finance & Neuroscience, Vanderbilt University