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Internal Models Team
- Senior Expert
Francfort
2012 - maintenant
Member of the Internal Models Team, EIOPA Oversight (Germany)
Senior Expert since 2015
* The Internal Models Team is responsible for monitoring the application of internal model standards for the calculation of the solvency capital requirements under Solvency II Directive, and for improving the convergence of supervisory practices across European Member States.
Responsible for the organization of regular Committees of supervisors, covering various supervisory, policy and technical topics such as: IM Validation, IM Documentation, Use test, Aggregation, Market risks, integration of partial internal models, etc. Responsible for drafting answers to the questions raised by the European supervisors on internal model issues.
Involved in the drafting of European legal texts, in particular EIOPA Guidelines (2013-2014),
Implementing Technical Standards, Opinions, Good Practice papers, Supervisory Handbook.
Active role in the creation of supervisory tools and responsible of European-wide analyses on the calibration of risk models, in particular for market and credit risk.
Participation in occasional on-site reviews related to internal modelling.
* Member of the Oversight Unit, in charge of monitoring the quality of supervision in EEA
Member States. Performing regular analysis of qualitative and quantitative analysis, e.g.
based on Reporting Templates. Challenging supervisory authorities both off and on-site.
Participation to College meetings for some major Insurance groups, in order to challenge groups on their strategic and modelling decisions.
* Additional responsibilities such as coordinating the department data strategy and needs, organizing training sessions, drafting ad-hoc reports.
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Ey (ernst & Young)
- Manager
Courbevoie
2010 - 2012
Manager - Actuarial consulting for Ernst & Young (Spain)
Team leader for the audit of technical provisions (Life and Non Life) for International Groups: experience in financial reporting under Spanish GAAP, US GAAP and IFRS regulations, experience in analysis of internal control frameworks under SOX and similar: documentation of narratives, flowcharts, matrix of controls, and design of effectiveness tests on these controls.
Team leader for the revision of Solvency II procedures: MCEV calculation, Economic Capital, Economic Balance Sheets, derivation of parameters for internal models.
Responsible for the redaction reports, and presentation of these reports to the clients.
Main clients: Aviva, Mapfre, BNPP Cardif, ING, Groupama.
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CARDIF ESPAÑA
- Actuario
2009 - 2010
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BNP Paribas Assurance
- Actuaire
Paris
2007 - 2010
Pricing of Protection and Savings insurance products (mortgage, personal or auto loans, credit card protection and complementary services, individual protection, endowment).
Responsible for actuarial studies like the review of technical bases, impact of changes in local regulation.
Involved in the quarterly Closing & Reporting process.
Participation in the development of a model for actuarial P&L elaboration, including calculation of reserves, and connected to operational systems.
In charge of the launch of a new product: the Universal Life product. Coordination of the project with the company Management, Operations, IT, Commercial and actuarial
Departments.
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THAI CARDIF
- Actuario Vida
2007 - 2009
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Axa En France
- Finance and Control officer
Nanterre
2006 - 2006
Creation of an ALM model for European Embedded Value calculation (Saving business). Redaction of an actuarial thesis, presented to the Actuarial Institute jury.
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Louis Vuitton
- Finance & Control Trainee
Paris
2004 - 2004
Internship: project for harmonizing the accounting system from storage of Louis Vuitton products to the finance department.
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Société Générale
- Agent d'accueil
PARIS
2002 - 2003
Performing main banking operations for SG customers over the counter. Part time work.
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Pizza Hut Restaurants France
- Livreur
2002 - 2002
Customer servicing in a fast food restaurant, including deliveries. Part time work.
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Independent
- Teacher in mathematics
2000 - 2001
Giving private and individual mathematical courses to school students. Part time work.
