Jiten Halai Email & Phone Number

London, Gb

London, Gb

Hamilton, Bermuda, Bm

Hamilton, Bermuda, Bm

Structured Risk Solutions

Pembroke, Bm

Headed the actuarial pricing team, overseeing pricing and aggregation monitoring for all lines excl. property cat.Fully embedded in the underwriting team.Part of the team which has grown the premium from a standing start to today's size within a few years, with an impressive ILR - an integral part of analysing and structuring these risks.Built every model used in pricing and aggregation, as well as case-by-case modelling for bespoke risks.Devised the modelling approach and heavily influenced the structure as part of the team which created AFIC (Aircraft Finance Insurance Consortium) resulting in c.$150m p.a. new premium to the market.

London, Gb

Led all aspects of actuarial support (pricing, reserving, business planning, capital modelling parameterisation) for the Casualty Reinsurance divisions in London and Bermuda, and Brit Insurance Gibraltar (BIG) - Brit's captive reinsurer. Responsible for underwriting risk parameters across the Group, including non-cat risk, cat risk and non-modelled cat.

London, England, Gb

Responsible for pricing across Property, Aerospace and Specialty divisions within ArgoGlobal Syndicate.Developing pricing models and individual case pricing across all lines of business at both the Syndicate and Argo Re.· As of Dec 2013, responsible for pricing across half of Syndicate: Property, Aerospace and Specialty divisions, reporting to CA with dotted line to CUO· This included individual case pricing, binder re-reserving, portfolio analyses, price monitoring, rating model development, ensuring Lloyd's Minimum Standards are met, internal model UW parameterisation· Heavy involvement in adjustment and interpretation of AIR cat model· Close working relationships with underwriters, CUO and MD· Managing and mentoring a 'pool' of 4 analysts, of which 1 was a direct report· Creation of bordereaux data capture system in Access which captures and links exposure and claims data of underlying risks for North American Binders· Developed internal model UW parameterisation process and documentation· Prior to Dec 2014, built exposure and experience models across all divisions (Property, Liability, Aerospace, Specialty, Energy & Marine)· In particular, built stochastic PA cat model, Spacecraft reliability model, PPO projection model· Carried out actuarial rate studies for UK Motor Reinsurance, Space and PA Treaty

· Challenging role at Group level, reporting to Head of Capital Modelling· Updating, maintaining and running Group capital model· Building components of new SII compliant model in Igloo and Excel· Advanced Igloo, Excel and data manipulation skills· Managed underwriting parameterisation and peer review process· Supporting Syndicate and Company ICA processes· Organising and responding to information and analysis requests from management· Working with Risk, Investments, Actuarial, Finance and Outwards RI, including overseas offices

New York, Ny, Us

Equity Derivatives and Structured Products Solutions· Front office role: fast-paced and demanding; strong quantitative element with frontline exposure· Pricing/execution, analysis of new and existing products, provision of investment advice· Independently learnt to use VBA in Excel· Experience of PowerPoint; updating and producing marketing material and internal presentations· Weekly reports: analyses of maturing structures, revenues, third party pricings, unwinds etc· Providing management with ad hoc analysis, e.g. asset penetration by third party, underlying, etc; comparison of actual vs. model portfolios· Day to day support to EMEA investor teams· Passed SII Certificates in FSA Regulations, Securities, Financial Derivatives

New York, Ny, Us

Equity Derivatives and Structured Products Solutions

Worldwide, Oo