Fernando Mierzejewski, Phd Email & Phone Number

Leuven, Flanders, Be

Brussels Metropolitan Area

Brussels Area, Belgium

Participated in the modeling and analysis of BE provisions for Non-­Life insurance claims. Supported the implementation of historical analysis, AOC, and benchmarking. Supported the delivery of Solvency II QRT and LAT reporting. Participated in internal projects for the automation of Solvency II and IFRS17 reporting processes.

Brussels Area, Belgium

Managed the ALM model and the related technological platform – comprising the Assets and Liability DB, the ESG scenarios module, and the portfolio valuation engine. Supported the implementation of the ALM model under the MCEV and SII frameworks - both for analysis and reporting purposes.

Brussels Area, Belgium

Supported the development of Global Risk Solutions. Provided expert advice on functional and regulatory topics within the Risk Management for Banking & Insurance domains.

Brussels Area, Belgium

Risk Expert Insurance Domain. Architect Insurance Risk Solutions.

Brussels Area, Belgium

Risk Management consultant for SAS Risk solutions on global projects - focalised in the area of Europe, Middle East and Africa (EMEA). Assisted local SAS project teams during the implementation of the SAS Risk Management for Insurance solution in issues related to data integration and Solvency II.

Utrecht Area, Netherlands

Supported the implementation of the Counterparty Default and Market Risk modules of Solvency II.

London, United Kingdom

Supported the implementation of the Counterparty Default and Market Risk modules of Solvency II.

Leuven, Belgium

As PhD and part-time affiliate researcher, peformed academic research in the fields of Risk Management, Actuarial Risk Theory, and Financial Economics. Author of papers distributed in academic networks - such as SSRN, IDEAS RePEc, EconPapers, and MPRA - and published in scientific journals - such as the IMA Journal of Management Mathematics and the Scandinavian Actuarial Journal.

Brussels Area, Belgium

Accomplished both conceptual/methodological and applied (data & implementation) validations of Credit Risk models (PD, LGD, EAD). Validated bottom-up approaches to credit risk estimation, based on scorecards and multi-factor causal models assessing the losses of individual loans and portfolios — mostly relying on statistical inference to estimate the parameters of linear regressions.

Implemented quantitative methods for the development of specialised software for main institutions of the Chilean banking industry, including local as well as international banks. Contributed to the customisation of methodologies related to the measurement of market risk, including the calculation and analysis of Value-at-Risk. Participated in multidisciplinary collaborations involving middle office professionals and traders, as well as system engineers and developers. Provided expert advise to customers about both theoretical and practical specifications.

Supported the development and maintenance of specialised software for the administration of huge database in the industry of telecommunications.

Implemented mathematical modeling for the optimisation and automation of processes for the Chilean big mining industry. Participated in multidisciplinary collaborations involving senior scientific experts, practitioners and senior managers.

Ph.D. Applied Economics, Financial Economics & Actuarial Sciences

Main subjects/scope: market and funding liquidity; statistical modeling; actuarial risk theory, extreme value theory.

M.Sc. Applied Economics

Civil Mathematical Engineering