Valea Coyne currently serves as a principal and senior consultant, specializing in asset modeling for complex and sophisticated investment strategies. She leads the development and enhancement of advanced functionalities within multiple modeling systems, including derivatives, private credit transactions, and exchange rate risk management. She manages multidisciplinary teams that integrate bespoke strategic asset allocation algorithms and third-party vendor tools into the Integrate calculation engine. Her role involves overseeing client projects from initial scoping and planning through technical implementation, quality control, and final delivery. She collaborates closely with clients to identify areas of improvement in their financial models and to strategize solutions that enhance performance and mitigate risk. Her expertise allows her to continually refine modeling processes and develop innovations that align with evolving industry standards. She frequently consults with stakeholders to ensure solutions are technically sound and address specific client objectives. By staying abreast of new industry trends and regulatory changes, Valea tailors strategies to suit each client’s unique needs. She is a frequent researcher and presenter at industry conferences, continually providing guidance on the latest developments in asset modeling.
Valea entered the insurance profession in 1992 as an investment analyst and trader. During this time, she specialized in the modeling and projection of mortgage-backed securities, with an emphasis on collateral mortgage obligations. Over the course of her career, this experience broadened to cover all asset types. Complete areas of expertise include cash flow testing, asset/liability management, and asset modeling.
(1999 – present): Senior consultant in the LTS practice, providing consulting services and asset modeling expertise to life insurance and reinsurance clients by focusing on implementing, enhancing, and supporting Integrate product functionalities.
16 February 2026 - by Lucy Ouyang, James Stoltzfus, Valea Fredrickson-Coyne, Ken Qian, Florin Ginghina, Fiona Ng, Tushar Mittal, George Zumanu, Emmanuel Boamah, Jie-Hee Park, Daniel Maka
Structured credit is no longer a niche allocation for life insurers — it’s becoming core to SAA strategy.
30 October 2024 - by Valea Fredrickson-Coyne, Charles Bason, Emmanuel Boamah, Wisdom Aselisewine
We analyzed a major European solar farm using two different models to examine how climate factors influence revenue generation and overall return on investment.
18 August 2023 - by Valea Fredrickson-Coyne, Michelle Shen, Lucy Ouyang, Vidushi Bhatia, Yvonne Wang, Erica Wilson, Patrick Zhang, George Zumanu
As life insurers diversify their investments beyond mortgages and bonds, this paper provides a guide to 11 alternative asset classes they may wish to consider.