Actuarial Consultant
Covéa Group (Reinsurance Dept), Paris, France
(Versicherungen, 5000-10.000 Mitarbeiter)
Schlagwörter
Skills
- Mathematics: Stochastic Calculation, Statistics and Probability
- Computing: SAS, R, Python, C++, C#, SQL Server
- Modeling tools: Prophet Professional & Enterprise, Prophet Data Management, SAS Enterprise Guide, Matlab
- Life and Non-Life Insurance, Reinsurance
- Actuarial: Modeling, ALM, Pricing and Reserving, Solvency II, Data Management
- Finance: Equity & Derivatives products, Interest rates and Credit Derivatives, Risk Management
- Computing: SAS, R, Python, C++, C#, SQL Server
- Modeling tools: Prophet Professional & Enterprise, Prophet Data Management, SAS Enterprise Guide, Matlab
- Life and Non-Life Insurance, Reinsurance
- Actuarial: Modeling, ALM, Pricing and Reserving, Solvency II, Data Management
- Finance: Equity & Derivatives products, Interest rates and Credit Derivatives, Risk Management
Projekthistorie
03/2021
-
03/2021
• Design and implementation of a Reinsurance application solution using SAS Enterprise Guide for Life, P&C business
• Input data gathering and cleansing from different IT systems
• Premium & claims reserves calculation
• Reinsurance calculation per program
• Output integration automation into Effisoft WEBXL solution
• Design and implementation of a reinsurance reporting application using SAS Enterprise Guide Solution.
• Monthly statements production
• Input data gathering and cleansing from different IT systems
• Premium & claims reserves calculation
• Reinsurance calculation per program
• Output integration automation into Effisoft WEBXL solution
• Design and implementation of a reinsurance reporting application using SAS Enterprise Guide Solution.
• Monthly statements production
01/2020
-
03/2021
Risk consultant: AML/CFT FATF Mutual Evaluation Project
Qatar Financial Center Regulatory Authority, Doha, Qatar
(Banken und Finanzdienstleistungen, 1000-5000 Mitarbeiter)
• Providing AML/CFT statistical data to FATF (Financial Action Task Force) & Qatar national agencies
• Participation to the Qatar Ministry of Commerce and Industry Sectoral Risk assessment
• Drafting Business requirements for SAS Visual Investigator/SAS Visual Analytics solution implementation
• Drafting Detail Design requirements for SAS Visual Investigator/SAS Visual Analytics solution implementation
• Managing SAS solution implementation (Project management, UAT)
• Participation to the Qatar Ministry of Commerce and Industry Sectoral Risk assessment
• Drafting Business requirements for SAS Visual Investigator/SAS Visual Analytics solution implementation
• Drafting Detail Design requirements for SAS Visual Investigator/SAS Visual Analytics solution implementation
• Managing SAS solution implementation (Project management, UAT)
02/2019
-
12/2019
Actuarial Risk management Consultant
BNP Paribas, Paris, France
(Banken und Finanzdienstleistungen, >10.000 Mitarbeiter)
• Answering European Central Bank recommendations (TRIM mission)
• Credit risk modelling using SAS Enterprise Guide: Modelling, calculation & backtesting of Probability of Default (PD), Loss Given Default (LGD)
• Drafting global credit risk modelling guidelines – Long term and downturn GRR
• Design and implementation of a real estate collateral pricing solution using SAS Enterprise Guide
• Implementation & Automation of credit risk dashboards
• Credit risk modelling using SAS Enterprise Guide: Modelling, calculation & backtesting of Probability of Default (PD), Loss Given Default (LGD)
• Drafting global credit risk modelling guidelines – Long term and downturn GRR
• Design and implementation of a real estate collateral pricing solution using SAS Enterprise Guide
• Implementation & Automation of credit risk dashboards
06/2019
-
11/2019
Actuarial Risk management Consultant (Part time)
Credit Agricole (Spirica – Actuarial Internal Audit Dept), Paris, France
(Versicherungen, >10.000 Mitarbeiter)
• Review of Saving Asset Liability model (Prophet Professional model)
• Audit of Economic Scenario Generator (Equity index & Dividend cashflows projection)
• Audit of Economic Scenario Generator (Equity index & Dividend cashflows projection)
10/2018
-
12/2018
Actuarial Business Analyst Consultant
CCR Reinsurance, Paris, France
(Versicherungen, 1000-5000 Mitarbeiter)
• Reinsurance management software audit
• Optimization of the reinsurance underwriting and pricing workflows
• Optimization of the reinsurance underwriting and pricing workflows
11/2016
-
04/2017
Actuarial Business Analyst
SCOR Global Life, Paris, France
(Versicherungen, 5000-10.000 Mitarbeiter)
• Test of the core pricing model, Prophet Professional
• Drafting of the business requirements of input and outputs management
• Drafting of the business requirements of Prophet Enterprise, Prophet Results database, insurance Process Controller automation
• Planning, specification, and costing of Prophet Data Management Platform development
• Integration tests of the Prophet pricing core model
• Drafting of the business requirements of input and outputs management
• Drafting of the business requirements of Prophet Enterprise, Prophet Results database, insurance Process Controller automation
• Planning, specification, and costing of Prophet Data Management Platform development
• Integration tests of the Prophet pricing core model
01/2013
-
10/2016
Actuarial Consultant (France, Benelux, Spain, Portugal & North Africa market)
FIS Global ], Paris, France
(Versicherungen, >10.000 Mitarbeiter)
• Prophet model’s implementation: ALS, International, French, General insurance, PHI, Replicating portfolio libraries for different customers: France & Benelux
• Delivery of end-to-end Prophet solution training
• Presentation and demonstration of end-to-end Prophet solution: Prophet Professional & Enterprise, Prophet Data Management Platform, Prophet solution hosting, Cloud, etc.
• Scoping and planning of Prophet solution projects
• Assistance sales team in completing RFPs and IT & actuarial services proposals: technical study, design of Prophet solution in various environments and markets (Elected to the SunGard Club 2014 for a target realized of 5M€)
• Responsible of FIS actuarial consultancy partnership in France, Spain, Portugal & North Africa
• Feeding back market information to product management and development team
• Delivery of end-to-end Prophet solution training
• Presentation and demonstration of end-to-end Prophet solution: Prophet Professional & Enterprise, Prophet Data Management Platform, Prophet solution hosting, Cloud, etc.
• Scoping and planning of Prophet solution projects
• Assistance sales team in completing RFPs and IT & actuarial services proposals: technical study, design of Prophet solution in various environments and markets (Elected to the SunGard Club 2014 for a target realized of 5M€)
• Responsible of FIS actuarial consultancy partnership in France, Spain, Portugal & North Africa
• Feeding back market information to product management and development team
11/2010
-
12/2012
Actuarial consultant
Computer Sciences Corp. Actuarial Practice, Paris
(Versicherungen, 5000-10.000 Mitarbeiter)
Senior Actuarial Consultant – BNP Paribas Cardif, Valor Project (Solvency II implementation)
• Modelling and testing of Prophet Creditor insurance and Protection products
• Documentation of Prophet Liability Models Protection and Creditor insurance
• Training pilot and quality controller for the DRY RUN2 process in 8 countries (Italy, Spain, Chili, Poland, France, Germany, Netherlands, Belgium) Protection business scope
• ORSA calculation process in 8 countries (Italy, Spain, Chili, Poland, France, Germany, Netherlands, Belgium) - Protection business scope
• Building DCS scripts to convert external data into a format that can be used by Prophet
• Drafting of the modeling business requirements of the retrospective reserves calculation methodology
• Implementation of data management tools: SQL, VBA Excel
• Prophet Enterprise platform testing and validation Actuarial Consultant
Crédit Agricole Creditor Insurance (Solvency II project)
• PMO Solvency II project Pillar 1 & 2
• Drafting Data quality business requirements – Protection and Creditor insurance products
• Management of the Data warehouse implementation: business requirements definition and technical committees
BNP Paribas Cardif, CUMIN Project
• Prophet coding and testing of global reserves in ALS library: PRE, PPE, and PDD
• Prophet coding and testing of lapse risk module
• Global reserves modeling impact study on SCR market
• Modelling and testing of Prophet Creditor insurance and Protection products
• Documentation of Prophet Liability Models Protection and Creditor insurance
• Training pilot and quality controller for the DRY RUN2 process in 8 countries (Italy, Spain, Chili, Poland, France, Germany, Netherlands, Belgium) Protection business scope
• ORSA calculation process in 8 countries (Italy, Spain, Chili, Poland, France, Germany, Netherlands, Belgium) - Protection business scope
• Building DCS scripts to convert external data into a format that can be used by Prophet
• Drafting of the modeling business requirements of the retrospective reserves calculation methodology
• Implementation of data management tools: SQL, VBA Excel
• Prophet Enterprise platform testing and validation Actuarial Consultant
Crédit Agricole Creditor Insurance (Solvency II project)
• PMO Solvency II project Pillar 1 & 2
• Drafting Data quality business requirements – Protection and Creditor insurance products
• Management of the Data warehouse implementation: business requirements definition and technical committees
BNP Paribas Cardif, CUMIN Project
• Prophet coding and testing of global reserves in ALS library: PRE, PPE, and PDD
• Prophet coding and testing of lapse risk module
• Global reserves modeling impact study on SCR market
02/2009
-
10/2010
Functional Consultant, BNP Paribas Cardif, Life Insurance migration system
Wyde Inc. Insurance Policy Admin Software Editor, Paris
(Versicherungen, 250-500 Mitarbeiter)
• Gap analysis between BNP existing system and Wyde solution: Life policy pricing engine, accounting, and payment module
• Drafting of the technical business requirement of the target solution
• Implementation of Wyde migration tool: C++, Gold (Wyde programming language), Oracle, SQL
• Functional and acceptance testing
• Parametrization of insurance policies in Wyde software
• Drafting of the technical business requirement of the target solution
• Implementation of Wyde migration tool: C++, Gold (Wyde programming language), Oracle, SQL
• Functional and acceptance testing
• Parametrization of insurance policies in Wyde software
04/2008
-
09/2008
RISK manager, Intern
NATIXIS Asset Management, Paris, France
(Banken und Finanzdienstleistungen, 5000-10.000 Mitarbeiter)
• Implementation and maintenance of Equity Swap pricing platform: VB, C++
• VaR and Stress tests calculation of different Fonds à formule funds: Matlab, C++, Numerix and Bloomberg Market Data migration: SQL Server Database
• VaR and Stress tests calculation of different Fonds à formule funds: Matlab, C++, Numerix and Bloomberg Market Data migration: SQL Server Database
08/2006
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09/2007
IT Quant
BNP Paribas Arbitrage, Equity & Derivatives, Paris, France
(Banken und Finanzdienstleistungen, >10.000 Mitarbeiter)
• Implementation of new pricing features and maintenance of convertible bonds pricing library: C++, VBA
• Implementation of historical convertible bonds data processing: Bloomberg, Access, Reuters, Sophis
• Backtesting of convertible bonds arbitrage strategies
• Convertible bonds Database implementation
• Implementation of historical convertible bonds data processing: Bloomberg, Access, Reuters, Sophis
• Backtesting of convertible bonds arbitrage strategies
• Convertible bonds Database implementation
Reisebereitschaft
Verfügbar in den Ländern
Frankreich
Travel Availability: EMEA, North America
