Actuarial Intern In The Insurance Department
Madrid, España
- Automate the calculation of the different risk modules that compose the SCR. Using Visual Basic I participated in the development of a calculator according to the Solvency II standard formula.- Participate in the development of an Internal Risk Model for Santander Bank as an alternative to the EIPOA guidelines, in relation to the calculation of the SCR.- Generation of Key Information Document, applicable to PRIIPs (Packaged Retail and Insurance- based Investment Products).- Data… Show more - Automate the calculation of the different risk modules that compose the SCR. Using Visual Basic I participated in the development of a calculator according to the Solvency II standard formula.- Participate in the development of an Internal Risk Model for Santander Bank as an alternative to the EIPOA guidelines, in relation to the calculation of the SCR.- Generation of Key Information Document, applicable to PRIIPs (Packaged Retail and Insurance- based Investment Products).- Data cleansing of portfolios provided by clients.- Asset and liability management using cash-flow matching and duration immunisation.- Programming in Visual Basic for Application and R to automate ETL processes (Extraction, Treatment and Load). Show less