Nate Dorr

FSA

Senior Director - Head of Quantitative Development

Chicago, IL, US

Nate Dorr leads the Quantitative Development Group within Milliman’s Financial Risk Management practice in Chicago. He joined the firm in 2011.

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Experience

The group focuses on quantitative finance modeling for market consistent valuation and pricing of equity and interest rate derivatives with a particular focus on those embedded and related to insurance products. This work includes economic scenarios, hedge strategy development, and financial projections for hedge strategies with nested stochastic techniques.

Nate oversees development and support of FRM’s standard software suite for valuation and risk analysis of fixed income assets and derivatives in real time trading applications. The group also focuses on quantitative driven fund management, volatility forecasting, volatility controlled funds, and risk parity strategies.

Prior to joining Milliman, Nate worked for multiple insurance companies in derivative strategies and investment management roles. He worked on equity derivative strategies, variable annuity hedging, FIA design, and risk management, and also in interest rate derivative risk management and hedging. Additionally, he has experience in investment risk management for fixed-income portfolios.

Professional Designations

Fellow, Society of Actuaries
Member, AAA

Education

Bachelor of Mathematics and Economics, Rose-Hulman Institute of Technology

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Publications

Read their latest work

Article

Introduction to mortgage pipeline hedging

07 August 2025 - by Jonathan Glowacki, Nate Dorr

We present the basics of mortgage pipeline hedging to help originators better protect themselves from interest rate fluctuations.

Article

Introduction to mortgage pipeline hedging: Hedging with TBAs

07 August 2025 - by Jonathan Glowacki, Nate Dorr

Mortgage originators and investors need the right tools to value and calculate effective hedging strategies for mortgage pipeline risk and servicing rights.

Nate Dorr

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Experience

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Read their latest work

Introduction to mortgage pipeline hedging

Introduction to mortgage pipeline hedging: Hedging with TBAs

CHOOSE A LOCATION AND LANGUAGE

Nate Dorr

Experience

CHOOSE A LOCATION AND LANGUAGE