Deniz Alic, Fsa, Cera Email & Phone Number

United States

Paris, Fr

Support strategic innovation initiatives for the Americas markets to transform underwriting processes from a machine learning perspective.

Paris, Fr

Drive collaboration with key client to ensure models meet business objectives.Facilitate cross-functional collaboration and production support to successfully manage relationships across the client, data engineers, underwriters, and actuaries.Develop, monitor, and improve models in production to maximize business value generated.

Paris, Fr

Developed advanced machine learning models to help drive innovation in the underwriting process through close collaboration with different parties including the client, underwriters, and actuaries.Utilized machine learning for survival analysis to develop mortality models that generate improved risk segmentation.Built acceleration models to determine which applicants least likely need a traditional, rigorous underwriting process. Presented results to internal and external stakeholders. Clearly communicated complex topics by applying appropriate interpretation and visualization techniques.

Paris, Fr

Developed an automated A/E differential detector using machine learning (Classification and Regression Trees, aka "CART") that helped the mortality assumption setting process by selecting pockets of business warranting assumption adjustments based on the desired credibility level.Experimented with a new machine learning application (neural net entity embeddings) within an experience analysis context. The intent was to leverage SCOR's pricing mortality table features to develop a company-specific mortality table as a best estimate mortality assumption. The approach reverse-engineers the internal pricing table into a series of higher-dimensional features and then uses those features as inputs to a nonlinear predictive model (neural net). The goal was to better model relationships between mortality cells across the full spectrum of ages and durations when faced with sparse experience data.Reviewed and documented various R and Python scripts associated with a legacy process designed to summarize US cause of death data. Discovered inconsistencies in certain outputs from the codes and re-wrote crucial scripts to correct them. Implemented a major structural change to the entire project to streamline the data manipulation and validation steps.Collaborated on single life mortality assumption setting: analyze the business experience based on the mortality study data, develop appropriate mortality assumptions and write the documentation reports. Also served as a peer reviewer on various projects and had communications with the internal auditors reviewing our recommendations.

London, England, Gb

Involved in extensive project management to keep everything moving and minimize delays between foreign actuaries and the global team to ensure timely completion of projects and profitability. Responsibilities include planning, tracking outstanding items, follow-ups, and oversee the communications with international retirement actuaries Performed challenging valuation of 30 country-specific employee benefits across 25 countries, creating 3000 individual employe benefit offers and positioning client to complete the M&A transaction. Ensured client satisfaction by delivering on time and on budget by constantly evaluating and prioritizing the most important tasks to avoid wasting efforts on immaterial details. Despite no previous experience with this client or type of project, was selected to manage 3-person team in a different city and was recognized with an internal performance award.Deliver consistency for clients’ assumption selection methodology on a year-to-year basis and provide adequate documentation for the clients to strengthen relationships with auditors. Participate in the assumption selection for pension valuations by collecting input from foreign actuaries, reviewing their proposal and modifying to ensure global appropriateness.Provide pension plan quarterly updates for current year P&L expense and year-to-date balance sheet to help clients avoid accounting surprises at year-end and have an accurate understanding of their financial situation in order to better manage their global pension liabilities.Facilitate consolidation of clients’ global retirement plans assets and liabilities through the review of pension plan valuations performed by international actuaries, adjusting as needed to ensure results meet US GAAP.Serve as peer reviewer in order to ensure accuracy, maintain clients’ trust and contribute to culture of high performance and collaboration where the goal is to deliver the highest quality work.

Québec, Qc, Ca

Non-life actuarial mathematics

Québec, Qc, Ca

- Develop algorithms in R Participate in research projects: - Portfolio VaR with conditional copula-GARCH method - Estimation of copulas (financial data and extreme values) - Risk measures

London, England, Gb

- Participate in the production of various client deliverables- Engage in different internal reporting tools- Private Equity employee benefits due diligence

Oo

- Implement various new assumptions (AXIS) and test the impacts- Document these modifications and keep the databases up to date- Produce different monthly/quarterly reports : Reserves, Capital, SOE, etc.