Elbert De Kock Email & Phone Number

Netherlands

Johannesburg Area, South Africa

I am a senior member of the Strategic Asset-Liability Management team in the Group Treasury and Balance Sheet Management department. My role provides me with a broad overview of the OML balance sheet and an opportunity to apply knowledge gained from the banking fellowship of the Actuarial Society. My responsibilities include:- Support the development of new products with material funding and capital requirements in RSA and abroad from a financial risk perspective. Special focus on… Show more I am a senior member of the Strategic Asset-Liability Management team in the Group Treasury and Balance Sheet Management department. My role provides me with a broad overview of the OML balance sheet and an opportunity to apply knowledge gained from the banking fellowship of the Actuarial Society. My responsibilities include:- Support the development of new products with material funding and capital requirements in RSA and abroad from a financial risk perspective. Special focus on products with guaranteed features and embedded investment derivatives (with-profit, smooth bonus, guaranteed annuity, structured and protection products)- Group operating model design to facilitate central Asset-Liability Management, including development of mechanisms to facilitate risk transfer- Refine hedging programs and propose ways to optimise the programs, including consulting to the IFRS17 change programme team- Advisor to Rest of Africa entities about the management of their Financial Risk exposure- Support annual S&P credit rating processes Key Achievement: Played a pivotal role in obtaining executive approval of Funds Transfer Pricing (FTP) Framework. Led complex methodology refinement and facilitated senior management buy-in on project resulting in improved transparent decision-making, increased funding flow and reduction in most expensive funding programmes. Show less

Cape Town Area, South Africa

- Valuing and reporting Investment Guarantee Reserves (IGRs) on Retail Affluent product range.- Consolidating, checking and reporting Retail Affluent Capital requirements for all capital regimes, including SAM, Internal Capital Model and SAP104.- Model Development Governance for models developed in C# (peer review and implementation).- Supervision of junior actuary.Key Achievement: Led an effort to improve the efficiency of stochastic modelling process. Manual and… Show more - Valuing and reporting Investment Guarantee Reserves (IGRs) on Retail Affluent product range.- Consolidating, checking and reporting Retail Affluent Capital requirements for all capital regimes, including SAM, Internal Capital Model and SAP104.- Model Development Governance for models developed in C# (peer review and implementation).- Supervision of junior actuary.Key Achievement: Led an effort to improve the efficiency of stochastic modelling process. Manual and error-prone Prophet output and stochastic model calculations redesigned and integrated, leading to dramatic decrease in processing time and an increase in number of stress tests. Show less

Cape Town Area, South Africa

- Product development; including group life, income protection, lump-sum disability, funeral and education indemnity- Development and maintenance of pricing tools- Reinsurance administration, reporting and analysis- Valuation of outstanding claims reserves and general financial reporting support- Data owner (decrement bases, models and systems)Key Achievement: Lead analyst in the development of a SQL database to support new-business team with highly competitive and data… Show more - Product development; including group life, income protection, lump-sum disability, funeral and education indemnity- Development and maintenance of pricing tools- Reinsurance administration, reporting and analysis- Valuation of outstanding claims reserves and general financial reporting support- Data owner (decrement bases, models and systems)Key Achievement: Lead analyst in the development of a SQL database to support new-business team with highly competitive and data intensive Group Death Benefit quotes. Database enabled faster quotes and refinement of premium calculation methodologies. Show less

Bristol, United Kingdom

Analysis of collective investment funds.

Bachelor Of Business Science, Actuarial Science

Activities and Societies: Wine Society, Mountain and Ski Club, Squash Club Distinction in Mathematics and Statistics Research: Financial.

Education record

Distinctions for • Afrikaans • English • Accounting • Mathematics • Additional Mathematics • Natural Science • Computer science •.