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Thomas HAUDECOEUR

Paris

En résumé

Head of Insurance Models and Assets Analysis & Monitoring, I am a senior risk manager who learnt the fundamentals of insurance at AXA (savings) and Generali (MCEV calculation of the entire french portfolio). Now I am involved in the asset management risks but, through the models, I still have a link with the ALM issues to make sure I keep a general view on insurance risks.

Mes compétences :
Finance
Assurance

Entreprises

  • BNP Paribas - Head of Risk-IM Insurance Models

    Paris 2012 - maintenant Reviewing ALM Models (Savings, Protection)
    Calculating stress tests
  • BNP Paribas - Head of Risk-IM Insurance Assets Analysis & Monitoring

    Paris 2010 - maintenant Analysing and monitoring financial risks of insurance assets portfolio (€ 100b)
    Validating pricers (structured products)
    Validating and developing Economic Scenarios Generators
    Validating projection models for new insurance products
    Monitoring and analysing credit risk (quantitative approach)
  • Generali France - Senior Actuary

    Saint-Denis 2007 - 2010 MCEV calculation for Generali France
    Improvements of the internal model
    Business indicators development and publication for top management
  • AXA France - Actuary

    Nanterre 2005 - 2007 Management of a savings portfolio (inventory, new legal conditions, IT projects) : reserves 1Md€
    Agreement of new unit link (EMTN, OPCVM, bonds, equities...) in savings contracts for wealthy customers (wealth management).

Formations

Réseau

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