Jean Conrad Email and Phone Number

Solvency II:- Head of the Financial & Credit risks internal model review of an international insurer (two Fiscal Year-Ends)- Head of the Economic Scenario Generator validation (two Fiscal Year-Ends) - Support for the migration of an ALM model (RAFM)

Solvency II:- Analysis of the levers to optimize the S2 ratio: management rules (software: RAFM) and investment portfolio optimization- Support for the annual closing of a life entity: S2 ratio, ORSA, LAT test, ICAAP and EBA stress testsIFRS17:- Study of the levers for steering the IFRS9/IFRS17 result for a life insurer- Performed the dry runs for a life entity on savings direct business and reinsurance- Implementation of the VFA and BBA approach for life insurance… Show more Solvency II:- Analysis of the levers to optimize the S2 ratio: management rules (software: RAFM) and investment portfolio optimization- Support for the annual closing of a life entity: S2 ratio, ORSA, LAT test, ICAAP and EBA stress testsIFRS17:- Study of the levers for steering the IFRS9/IFRS17 result for a life insurer- Performed the dry runs for a life entity on savings direct business and reinsurance- Implementation of the VFA and BBA approach for life insurance products (savings, protection): risk adjustment, discount rates curve (R&D work on the liquidity premium) and reinsurance contracts Show less

Solvency II:- Internal Model / Audit of the MVBS valuation – In charge of the ALM actuarial platform review (Prophet)- Internal Model / SCR calculation review (two Fiscal Year-Ends) – Life underwriting and financial risks modelling and aggregation processActuarial and financial modelling:- Design of a financial model for managing a portfolio of assets- Design of a liability projection model- Valuation of an insurance company for an acquisition (due… Show more Solvency II:- Internal Model / Audit of the MVBS valuation – In charge of the ALM actuarial platform review (Prophet)- Internal Model / SCR calculation review (two Fiscal Year-Ends) – Life underwriting and financial risks modelling and aggregation processActuarial and financial modelling:- Design of a financial model for managing a portfolio of assets- Design of a liability projection model- Valuation of an insurance company for an acquisition (due diligence)IFRS17:- Involvement in the implementation of the VFA and BBA approach for life insurance products (savings, protection) Show less

Actuarial modeling and valuation of L441 products (VBA tool)

Loss analysis due to the management of the Unit-Linked portfolio and development of a calculation and monthly reports tool (VBA)

Development of the ALM tool for the EuroCroissance product (VBA)