Supporting the financial industry in actuarial modelling, reporting, valuation, risk management and as Appointed Actuary.

2021: Redesign of Solvency II (SII) model and its implementation in Python, based on standard formula (reinsurer for pension funds, Switzerland).

2021: Recalculation of surrender values of insurance contracts (insurer, Switzerland).

2021: a) Support with setup of new reinsurance contract: Project management, impact analyses;
          b) SII reporting and financial planning (life insurance, Germany).

2020 – 2021: Separately working with two CEE entities of a large insurance group: Review and optimization of RAFM models and integration of RAFM projections in Unify process management environment. Developed an approach for RAFM external sources which made upgrade much easier to implement and more transparent for team members.

2017 -2021: Working with a regional life insurance company in Germany:

• Serving as project manager for an update of the actuarial reporting process;
• Upgrading and improving the quality of RAFM models and streamlining reporting processes;
• Methodology development;
• Analyses and automation using SQL;
• Implementation of a life reinsurance contract in the reporting process;
• Review of data quality in policy administration system;
• Programming of standard database templates to be used for quarterly reporting.

2016- 2019: Supporting an asset management company by reviewing the valuations of investment projects.

2015 – 2017: Worked with one the largest German life insurers on the implementation of a new actuarial and risk capital calculation system. This included model validation and IMAP with the regulator, implementing new reporting processes, liaising with IT, asset and risk management and developing new methodological approaches.
Before, I supported its Group actuarial department with the redesign of their MCEV methodology, based on a SII MVBS approach: I have performed an extensive gap analysis and resolved these with stakeholders from actuarial, risk, accounting and asset management. I have also rewritten the entire MCEV methodology manual.

In 2014, I have supported a Dutch insurance group with their SII programme – I served as senior consultant in the Group Risk Reporting team:

• Risk capital reporting: validating and analyzing results, responding to requests for advice from local units, writing reports to management and regulator; developing validation tools in Excel; improving processes and documentation.
• Methodology: Gap assessments, recommending upgrades where necessary, responding to requests from internal stakeholders and regulator (as a part of the IMAP process). I have identified a major gap in the currency risk module and have provided instructions how to close it.
• Coaching junior staff in particular in the effective use of tools (including Excel), processes, controls and documentation.
• SII QRTs: Providing guidance for additional data collections and suggesting processes to cope with additional reporting requests by the Group regulator.