Martin Dillon
About Martin Dillon
Martin Dillon is a Quantitative Analyst at Milliman, specializing in computation and stochastic processes within applied mathematics. He holds a Master's Degree in Applied Mathematics from the Illinois Institute of Technology and has experience in various roles, including teaching assistance and research.
Work at Milliman
Martin Dillon has been employed at Milliman since 2016, serving as a Quantitative Analyst in the Financial Risk Management department. His role involves applying advanced mathematical techniques to assess and manage financial risks. Dillon's expertise in computation and stochastic processes contributes to the development of quantitative models that inform decision-making within the organization.
Education and Expertise
Martin Dillon holds a Master’s Degree in Applied Mathematics from the Illinois Institute of Technology, where he studied from 2012 to 2016. He also possesses a minor in Computer Science, which enhances his analytical capabilities. His professional skills include proficiency in Mathematica, Matlab, LaTeX, and mathematical modeling, which are essential for his work in quantitative analysis.
Background
Before his current role at Milliman, Martin Dillon gained diverse experience in various educational and professional settings. He served as the Chess Club President at Rockhurst High School from 2011 to 2012. He also worked as an ARC Scholar and Undergraduate Researcher at the Illinois Institute of Technology during 2015 and 2013, respectively. Additionally, he held a position as a Teaching Assistant at The Barstow School from 2010 to 2012.
Professional Experience
Martin Dillon's professional journey includes various roles that have shaped his analytical skills. He worked as a Busser/Dishwasher at SPIN! Neapolitan Pizza in 2010 for one month. His experience as a Teaching Assistant and involvement in research at Illinois Institute of Technology provided him with foundational skills in mathematics and education, which he has built upon in his current role.