Jordan Park Email & Phone Number

Sydney, Nsw, Au

Australia

Sydney, New South Wales, Australia

Sydney, Australia

Sydney, Australia

Sydney, Australia

General InsuranceContinued extensive involvement in providing actuarial consultancy services for a major workers compensation portfolio, involving:- Contribution analysis- Insurance liability valuation- Claims experience monitoring and stakeholder management- Ad hoc analytics on changing claims experience- Premium allocation- Exposure- Data managementHome insurance portfolio- Insurance liability valuation under GPS320- Calculation of premium… Show more General InsuranceContinued extensive involvement in providing actuarial consultancy services for a major workers compensation portfolio, involving:- Contribution analysis- Insurance liability valuation- Claims experience monitoring and stakeholder management- Ad hoc analytics on changing claims experience- Premium allocation- Exposure- Data managementHome insurance portfolio- Insurance liability valuation under GPS320- Calculation of premium liability offset under GPS116Credit Risk- Independent validation of loan loss provisioning model for retail portfolio of a major bank. The review involved the model's compliance with IAS39, limitations on model design, technical soundness and model outputs.- Impact analysis on credit risk provisioning under IFRS 9 for a retail portfolio of a major bank. Variety of policy decisions under IFRS 9 were considered and the impacts on provisioning were quantified. Considerations on EAD, PD and LGD were made and data limitations and gaps were identified for IFRS 9 implementation.- Audit support on credit risk provisioning for commercial portfolio of a major bank. The audit support involved reviewing of the methodology compliance with IAS39 and data quality and performed impact analysis and movement analysis on the provisions. The appropriateness of the refreshed model factors were tested against the model overlays through sensitivity and scenario tests.Stress Testing- Independent validation of Comprehensive Capital Analysis and Review (CCAR) for US banks. The validation involved review of the data, model design, technical soundness and implementation of the models.Gross-Margin-at-Risk for Energy clientReviewed the appropriateness of newly developed Gross-Margin-at-Risk metric for one of the major electricity generating companies in Australia. It involved identifying gaps and limitations in the model validations to date and reviewing the appropriateness of the inputs and outputs of price simulation models. Show less

Sydney, Australia

Survey Analysis - Developing statistical tools and summaries in SAS - Developing and performing Hypothesis Tests for statistical significance - Modularising statistical analysis processes for recurring surveysPredictive Analysis using GLMData ManipulationData Visualisation

Sydney, Australia

Internal secondment- Operational review to provide advice on controllable cost base