Actuarial Risk Modelling Services – Senior Manager, EdinburghAugust 2017 – PresentI have recently returned to PwC’s Edinburgh office following an overseas secondment. On return I have taken on a Senior Manager’s position in the Risk Modelling Services department specialising in credit risk modelling and management. • Responsible for developing a Scottish based credit risk modelling team, managing the team to deliver projects to our Scottish based banking client and acting as a local SME on credit risk modelling for provisioning and capital modelling projects.• I am currently leading the audit and review of a Scottish banks IFRS 9 impairment models for all retail and non-retail portfolios. Deliverables include review of their credit risk modelling methodology to ensure it is technically sound and compliant with the new accounting standard, and an independent model build in SAS to further test the methodology and quantum of the provision. • Development of a Scottish client base outside of the current audit clients. Currently leading a team who are working with a Scottish based bank to develop methodology and assumptions to be applied within their IFRS 9 credit impairment models.

I joined the Australian PwC firm in Melbourne on a 17-month overseas secondment. My role was to lead a team of analysts in the delivery of high quality credit risk modelling projects and solutions to our global and local clients.

Manager within PwC’s actuarial risk modelling service team performing a wide variety of roles across banking and insurance; subsequently specialising in banking with a key focus in credit risk.

Pensions:Key member of the client team on many large pension funds working on a range of projects including financial accounting and disclosures, bulk annuity buy out reviews and actuarial valuations. Gemma carried out the role of workflow manager on all the client teams and project manager on larger projects such as triennial actuarial valuations and transfer of pension liabilities to life insurance companies.