Actuarial & Data & Risk Management Consultant

• Review of Saving Asset Liability model (Prophet Professional model)
• Audit of Economic Scenario Generator (Equity index & Dividend cashflows projection)

• Reinsurance management software audit
• Optimization of the reinsurance underwriting and pricing workflows

• Test of the core pricing model, Prophet Professional
• Drafting of the business requirements of input and outputs management
• Drafting of the business requirements of Prophet Enterprise, Prophet Results database, insurance Process Controller automation
• Planning, specification, and costing of Prophet Data Management Platform development
• Integration tests of the Prophet pricing core model

• Prophet model’s implementation: ALS, International, French, General insurance, PHI, Replicating portfolio libraries for different customers: France & Benelux
• Delivery of end-to-end Prophet solution training
• Presentation and demonstration of end-to-end Prophet solution: Prophet Professional & Enterprise, Prophet Data Management Platform, Prophet solution hosting, Cloud, etc.
• Scoping and planning of Prophet solution projects
• Assistance sales team in completing RFPs and IT & actuarial services proposals: technical study, design of Prophet solution in various environments and markets (Elected to the SunGard Club 2014 for a target realized of 5M€)
• Responsible of FIS actuarial consultancy partnership in France, Spain, Portugal & North Africa
• Feeding back market information to product management and development team

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

• Gap analysis between BNP existing system and Wyde solution: Life policy pricing engine, accounting, and payment module
• Drafting of the technical business requirement of the target solution
• Implementation of Wyde migration tool: C++, Gold (Wyde programming language), Oracle, SQL
• Functional and acceptance testing
• Parametrization of insurance policies in Wyde software

• Implementation and maintenance of Equity Swap pricing platform: VB, C++
• VaR and Stress tests calculation of different Fonds à formule funds: Matlab, C++, Numerix and Bloomberg Market Data migration: SQL Server Database

• Implementation of new pricing features and maintenance of convertible bonds pricing library: C++, VBA
• Implementation of historical convertible bonds data processing: Bloomberg, Access, Reuters, Sophis
• Backtesting of convertible bonds arbitrage strategies
• Convertible bonds Database implementation