Mes compétences :
Finance
Market Finance
Mathematics
Modeling
Programming
Simulation
Entreprises
AXA Winterthur - Switzerland
- Risk Management and Actuarial L&S
2012 - maintenant
AXA Winterthur - Switzerland
- Pricing Engineer
2010 - 2012- Product development of swiss insurance products (special focus on variable annuities, unit linked products, traditional insurance business)
- Profitability and risk analysis
- Hedging
AXA Hedging Services - Singapore
- Structuring analyst
2008 - 2010Variable annuity structuring and hedging in Asia Pacific region (AXA Australia, AXA Life Japan and AXA Hong Kong):
- Development of liability projection models under Moses and C++ for pricing, risk appetite analysis and hedging,
- Development of stochastic on stochastic P&L projection models under Moses to assess the hedging strategies efficiency over GMxB products lifetime and for capital projection
