Chief Risk Officer and Chief Actuary
Barents Reinsurance S.A.
(Versicherungen, 10-50 Mitarbeiter)
Schlagwörter
Versicherungsmathematik
Risikoanalyse
Geschäftsplan
Visual Basic .NET
Preisstrategien
Produktdesign
VBA Programming Language
Risikomanagement
Skills
Actuarial Reserving, Actuarial Pricing, Product Development, Business Planning, Risk-Management, Risk Reporting, MS Software, SII reporting, Word, Excel, Access, PowerPoint, Visual Basic, VB.net, Tagetik, SecondFloor, ALM software, @risk
Projekthistorie
02/2016
-
12/2021
* Risk and Actuarial Function holder.
* Responsible for development and implementation of the Actuarial and Risk Management frameworks
from scratch, including the corresponding policies and processes.
* Responsible for the ORSA process and ORSA summary report.
* Development of tools, methods and assumptions for business forecast, capital projections,
actuarial pricing, actuarial reporting and actuarial reserving.
* Responsible for SII regulatory reporting and calculation of Solvency Capital Requirement,
including selection of third-party software.
* Main point of contact for the regulator and the Board of Directors in all matters relating to
Risk, Actuarial and Capital Adequacy.
* Responsible for development and implementation of the Actuarial and Risk Management frameworks
from scratch, including the corresponding policies and processes.
* Responsible for the ORSA process and ORSA summary report.
* Development of tools, methods and assumptions for business forecast, capital projections,
actuarial pricing, actuarial reporting and actuarial reserving.
* Responsible for SII regulatory reporting and calculation of Solvency Capital Requirement,
including selection of third-party software.
* Main point of contact for the regulator and the Board of Directors in all matters relating to
Risk, Actuarial and Capital Adequacy.
01/2015
-
01/2016
Head Actuary
Luxembourg, National General Insurance
Appointed Actuary for a life and a non life insurance company. Head actuary for three reinsurance
captives.
captives.
08/2013
-
12/2014
Head of individual life actuarial
Swiss Mobiliar
(Versicherungen, 1000-5000 Mitarbeiter)
Manage a team of four actuaries. Responsible for pricing and tariff development for savings and protection products. Monitoring of mortality and disability and development of inception rate assumptions. Development of new products and risk assessment. Communication with financial regulator (FINMA).
08/2012
-
07/2013
Head of Actuarial Pricing, Product Solutions & Innovation
ING Insurance Europe
(Versicherungen, 1000-5000 Mitarbeiter)
Manage team of three actuaries. Oversee all new product development and pricing activities (life
insurance), re-pricing support and supervision for all countries Actuaries and Chief Risk Officers
during the product development stage. Manage business unit pricing, risk and finance relationships
from a technical/product standpoint and provide pricing and product expertise and knowledge to PSI
members.
insurance), re-pricing support and supervision for all countries Actuaries and Chief Risk Officers
during the product development stage. Manage business unit pricing, risk and finance relationships
from a technical/product standpoint and provide pricing and product expertise and knowledge to PSI
members.
10/2011
-
07/2012
Pricing Actuary Principal, Variable Annuities Europe
ING Insurance Europe
(Versicherungen, 1000-5000 Mitarbeiter)
Coordinate activities of pricing team, manage and partner with business unit actuaries with respect
to variable annuity pricing, develop pricing assumptions and models. Create liability calculation
engines for innovative product solutions.
to variable annuity pricing, develop pricing assumptions and models. Create liability calculation
engines for innovative product solutions.
08/2009
-
09/2011
Senior Product Designer
R+V International Business Services Ltd.
(Versicherungen, 10-50 Mitarbeiter)
Responsible for design and pricing of R+V's variable annuities.
Develop pricing framework for VAs using Bloomberg and Numerix.
Set up of Solvency I and II capital projections and profit projections.
Product development: Reconciliation with marketing, sales, legal, IT, risk. Develop tools and best
estimate assumptions.
Develop pricing framework for VAs using Bloomberg and Numerix.
Set up of Solvency I and II capital projections and profit projections.
Product development: Reconciliation with marketing, sales, legal, IT, risk. Develop tools and best
estimate assumptions.
12/2005
-
07/2009
Mathematician and Head of Accounting Team
R+V Luxembourg Lebensversicherung S.A.
(Versicherungen, 10-50 Mitarbeiter)
Management of accounting team and accounting operations, reconciliation with internal and external
auditors, supervision of compliance of asset management with investment guidelines.
Actuarial reporting and financial forecasts.
auditors, supervision of compliance of asset management with investment guidelines.
Actuarial reporting and financial forecasts.
03/2003
-
11/2005
Actuary and Product Underwriter
GenRe
(Versicherungen, 500-1000 Mitarbeiter)
Actuarial modelling of life insurance companies, development of ALM software, product underwriter
for short term disability and unemployment insurance.
for short term disability and unemployment insurance.
04/2001
-
02/2003
Consultant Portfolio Management
GenRe
(Versicherungen, 500-1000 Mitarbeiter)
Pricing and analysis of portfolios in car-insurance, development of software-tools for pricing and
risk-analysis in car insurance, conduct workshops for external clients.
risk-analysis in car insurance, conduct workshops for external clients.
Reisebereitschaft
Weltweit verfügbar
