Profilbild von Oliver Stoll Life actuary and risk manager aus Kilchberg

Oliver Stoll


Letztes Update: 16.05.2023

Life actuary and risk manager

Firma: ARCS GmbH
Abschluss: Major in mathematics and physics; financial analyst, data scientist
Stunden-/Tagessatz: anzeigen
Sprachkenntnisse: deutsch (Muttersprache) | englisch (verhandlungssicher) | französisch (gut) | italienisch (gut)




Model validation, IMAP, Excel, strategic asset allocation, TAS, MoSes / Risk Agility, Prophet, Office, Excel, VBA, LATeX, S-Plus, Pascal, C, C++, Visual Basic, HTML, Python.
Life insurance, Solvency II, SST, IFRS 17, audit, reporting, accounting.
Process automation.


11/2013 - bis jetzt
Owner and actuarial consultant
ARCS Actuarial and Risk Consulting Stoll GmbH

Employer ARCS Actuarial and Risk Consulting Stoll GmbH, Kilchberg, Switzerland
Main activities and Supporting the financial industry in actuarial modelling, reporting, valuation, risk
responsibilities management and as Appointed Actuary.
Since mid 2017: Working with SV Versicherung (Germany), upgrading and improving
the quality of their projection system and streamlining reporting processes;
methodology development; automation.

03/2012 - 10/2013
Life Actuarial Director

Employer KPMG , Zurich, Switzerland
Main activities and Together with the actuarial partner, was in charge of building up actuarial capabiliresponsibilities
ties for KPMG Switzerland. Was responsible for reaching out to KPMG's life
insurance clients and in close touch with teams from advisory, tax, regulatory and
IT to offer cross functional services to its clients. Projects included:
* Improvement of a client's economic value based reporting process with focus
on increased controls, automation and reduced production time - to ensure
process is sufficient for upcoming Solvency II production runs;
* Due diligence projects for two EU based companies: valuation of reserves,
assessment of risk capital requirements;
* Audits (with focus on interest rate and longevity assumptions as well as
processes, controls and documentation);
* Actuarial valuation of reinsurance contracts for pension funds;
* Review of cost processes for group life business, in particular cost allocation
mechanisms and pricing of cost premiums.
In 2013, was elected member of the board of trustees of the KPMG pension fund
which manages assets of around CHF 500m, and was part of the investment
committee, making strategic asset allocation decisions.

11/2010 - 02/2012
Senior Manager in Actuarial & Insurance Management Solutions

Employer PwC , Zurich, Switzerland
Main activities and As a senior manager, was leading audit and consulting projects within the actuarresponsibilities
ial team. Managed the actuarial client relationship with two major audit clients and
lead various risk management and economic capital projects. Built up modeling
capabilities within the team, in particular for Prophet.
* Was leading actuarial audit teams for insurance clients and investment funds
and was auditing IAS 19 pension fund valuations.
* Managed an internal Solvency II model validation exercise for a local subsidiary
of an insurance group;
* Lead a project abroad to update a client's Prophet model to ALS, and defined
which additional features had to be implemented due to Solvency II requirements;

* Supported a client in setting up a Swiss Solvency Test model with focus on a
transparent and flexible set up;
* Advised an international insurance group in streamlining their actuarial models
in one region;
* Served as subject matter expert on various modeling projects.

07/2007 - 10/2010
Senior actuary
Group Life Actuarial (Corporate Center); Zurich Insurance Company

Employer Zurich Insurance Company , Zurich, Switzerland
Main activities and Head of Life Actuarial Model Development and of Bratislava Life Actuarial Serresponsibilities
Was in charge of implementing a strategy of centralizing and streamlining actuarial
modeling processes:
* Opened and was leading a shared service center of ten actuarial modeling
experts in Central Europe, who were working on calibration of replicating portfolios,
Prophet models, MCEV calculations and other ad hoc requests;
* Performed actuarial duties for one of Zurich's then new country offices, including
MCEV reporting;
* Reviewed contracts with Zurich's main actuarial software provider and negotiated
a contract that reflects the centralized one Zurich view. Through improved
cost control over local contracts, was able to cancel redundant services
and saved about USD 450,000 in IT fees over a period of three years.
Senior Embedded Value actuary
In the role as senior actuary, had responsibility for Zurich's Embedded Value
* Drafted quarterly Embedded Value reports for external publication;
* Drove forward Zurich's Embedded Value methodology - have implemented
new MCEV standards for the Group in particular for CRNHR;
* Represented Zurich at the CFO Forum's technical workgroups and ensured
new standards also reflected Zurich's requirements;
* Supported local business units with MCEV reporting issues and validated their
Internal Consultant
At the Internal Consulting unit, worked on strategic internal projects, designing
and implementing analyses to monitor KPIs used for these initiatives. This task
required close collaboration with senior management and a wide variety of stakeholders
within the Group and local units.

11/2006 - 04/2007
ALM Manager at Group Actuary and Risk Management
Swiss Life

Employer Swiss Life , Zurich, Switzerland
Main activities and Participated in an advisory committee for the design and implementation of a
responsibilities group wide dynamic ALM system.
Provided support for a local entity for the monthly risk reporting. Organized the
monthly strategic asset allocation reviews, improved reporting requirements and
initiated feedback sessions.
Organized a workshop on the modeling of liabilities, and presented the group's
approach on modeling unit linked contracts.

09/2004 - 10/2006
Risk Manager at Group Risk Management
Bâloise Holding

Employer Bâloise Holding , Basle, Switzerland
Main activities and Initiated a case study for the introduction of an asset liability management system
responsibilities within the group.
Modeled a subsidiary's business lines using the Prophet based library Life-DFA
and evaluated asset allocation strategies with respect to various risk metrics.
Organized the Life part of the group wide Swiss Solvency Test field study, trained
local colleagues with respect to the methodology and evaluated the overall results
for the group.

04/2001 - 08/2004
Actuarial consultant for life and health insurance companies
Towers Perrin Tillinghast (now Towers Watson)

Employer Towers Perrin Tillinghast (now Towers Watson), Cologne, Germany
Main activities and Mainly worked in Germany, Switzerland, United Kingdom and Poland, with speresponsibilities
cial focus on life and health business.
Major work areas were: Embedded Value reports, modeling of life and health
insurance business in TAS and MoSes, product development and market entry
studies. Was concerned with doing the concrete calculations, advised clients on
setting of appropriate assumptions, implementing MoSes libraries, compiling
reports stating our findings and recommendations.


Weltweit verfügbar
I am happy to work on interesting and challenging projects in Europa and Asia.

Sonstige Angaben

+49 176 444 95048
Profilbild von Oliver Stoll Life actuary and risk manager aus Kilchberg Life actuary and risk manager