How OneMain Accelerated LDTI Reserve Calculations and Reclaimed an Extra Month of Analysis

“We’re saving more than a day every month. Now we can spend that time actually analyzing what changed, instead of just struggling to get results in.”

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Sally Smith directs an actuarial team at OneMain that manages LDTI reserve calculations across a portfolio that includes term life, whole life, and disability-like products. Each month, nearly 900,000 records flow through their production valuation and forecasting runs, making efficiency and reliability essential to their work.

Scaling Beyond Traditional Capacity

Before adopting SLOPE’s High Performance Mode (HPM), OneMain’s monthly LDTI reserve runs operated on a traditional multi-core setup. Increasingly constrained by the team’s automation ambitions and growing requirements, they were eager to transition to a faster engine.

• Long cycles: Full LDTI reserve runs on 72 cores took 2 runs over 13 hours to align outputs with ledger-level reporting needs
• Partial manual processes: Intervention was required between runs to merge and reload data, introducing operational friction
  

As a result, actuarial staff spent more than a full workday waiting for runs to finish, sometimes logging in at odd hours to monitor run progress, often leaving little time for deeper analysis or responding to management questions.

SLOPE High Performance Mode

In late 2023, OneMain transitioned its production LDTI workloads to SLOPE HPM, a configuration optimized for parallelization and large-scale calculations. “The transition wasn’t that difficult. We knew what we needed to do, and it only took a couple of months,” Smith shares. Within a quarter, her team had fully migrated from SLOPE’s core-based engine to HPM. Once they were live with the new engine, they were able to write automated scripts via API that:

• Pull data from their warehouse
• Generate model point files
• Upload them to SLOPE
• Run the projections
• Export results to their ledger
  

Their entire LDTI process is now automated, end-to-end, allowing them to unlock analysis on the results more than a day earlier and more responsively prioritize the needs of their business.

Greater Efficiency and Insights

Run Time Reductions

What previously took more than a full workday now completes before lunch. The complete LDTI reserve cycle – loading data, conducting runs, and exporting results to the general ledger – is now done in just 2 hours. “There’s less stress now. Even if data issues occur upstream, the team can restart the entire process and still deliver same-day results,” shares Smith.

End-to-End Automation

What once required manual data handling is now triggered through a single automated workflow, with results consistently ready by midday.

An Extra Month of Analysis Every Year

The streamlined runtime and automation unlocked more than a full day of analysis every month-end cycle, time previously unavailable to them in their core-based setup.

New Analytical Capabilities

The speed and consistency of HPM have allowed OneMain to build attribution analyses that explain month-over-month reserve changes. The team can now answer “what changed?” questions with precision and speed, turning what was once a compliance process into a source of insight.

Cost Neutrality

Despite leveraging more computational firepower and gaining 6.5x in run speeds, overall costs for OneMain have remained in line with prior operations, confirming that their improvements have been achieved without tradeoffs.

Greater Efficiency and Insights

Beyond the raw performance gains, faster and richer runs are elevating Smith’s team within the greater organization. They’re now directly contributing to FP&A forecasting, replacing older spreadsheet-based models with reliable, policy-level projections in SLOPE. The transparency and consistency of the platform have helped the actuarial models gain wider acceptance.

Smith reflects, “We’ve been a lot more involved at the corporate level now. We’re able to answer the questions raised, provide stronger support and rationale, and we have a lot of comfort with what comes out of SLOPE. Other areas have been more open to use our forecasts as the base moving forward.”

By adopting SLOPE HPM, OneMain’s actuarial team didn’t just shorten their runtimes, they transformed their practice into a scalable, automated, and insight-driven operation that is valued across its entire organization for the speed and depth of its analysis and decision-making.