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Swiss Life
- Pricing Actuary
Levallois Perret cedex
2010 - maintenant
-Pricing PPI products for various underlying credits i.e. Mortgages, Consumer Loans, Car leasing etc as well as lifestyle protection.
-Proposal of technical bases (death, disability and involuntary unemployment) to be used primarily for Italy and Spain markets, with regular updates.
-QIS 5 participation i.e. best estimate calculations
-Solvency 2 knowledge
-Profit testing for 1 year and 3 years until run off of policies.
• Preparation of business cases (determination and comparison of KPIs with internal benchmarks) for board approval
• Preparation of Technical documents required from local regulators and IT implementation.
• Review and assessment of reserving methods applied
-Administration of pricing requests received from salesmen
-Standard Product development for Spain and Italy.
-Liaising with Reinsurers for the reinsurance of programs
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Ernst & Young
- Junior Consultant
Courbevoie
2009 - 2009
Ernst & Young S.A (Luxembourg) May 2009 – Aug 2009
Advisory Services: Junior Consultant (Financial services risk management derivatives team)
• Valuation of OTC structured products using Matlab: Knock in, knock out, structured swaps including CPPI
• Valuation of IRS,CDS,TRS
• Drafting Valuation summary Report
• Business proposals: Research on Portfolio Replication Technique for cash management
• Updating Forward contract valuation template using VBA code
• Familiar using Bloomberg
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Ernst & Young
- Auditor
Courbevoie
2009 - 2010
Ernst & Young S.A (Luxembourg) Sep 2009 – Current
Insurance sector auditor: Junior Auditor
• Identifying key transactions and performing corresponding Test of Controls i.e. Premiums, withdrawals for Life Assurance Companies
• Review of Risk Premium calculations for reinsurance premiums
• Conduct Interview with head responsible to understand the flow of transactions (known as “walkthroughs”) for various control procedures
• Review of recoverability testing for DAC
• Convergence from local statutory reporting to IFRS : IFRS 4 unbundling of insurance contracts
• Accounting under IAS 39 for financial instruments
