Senior Actuarial Consultant – BNP Paribas Cardif, Valor Project (Solvency II implementation)
• Modelling and testing of Prophet Creditor insurance and Protection products
• Documentation of Prophet Liability Models Protection and Creditor insurance
• Training pilot and quality controller for the DRY RUN2 process in 8 countries (Italy, Spain, Chili, Poland, France, Germany, Netherlands, Belgium) Protection business scope
• ORSA calculation process in 8 countries (Italy, Spain, Chili, Poland, France, Germany, Netherlands, Belgium) - Protection business scope
• Building DCS scripts to convert external data into a format that can be used by Prophet
• Drafting of the modeling business requirements of the retrospective reserves calculation methodology
• Implementation of data management tools: SQL, VBA Excel
• Prophet Enterprise platform testing and validation Actuarial Consultant
Crédit Agricole Creditor Insurance (Solvency II project)
• PMO Solvency II project Pillar 1 & 2
• Drafting Data quality business requirements – Protection and Creditor insurance products
• Management of the Data warehouse implementation: business requirements definition and technical committees
BNP Paribas Cardif, CUMIN Project
• Prophet coding and testing of global reserves in ALS library: PRE, PPE, and PDD
• Prophet coding and testing of lapse risk module
• Global reserves modeling impact study on SCR market