Pierre-Charles Tiani Email & Phone Number

Bermuda

Bermuda

Bermuda

Bermuda

• Overall responsibility of pricing including defining data requirement, identifying appropriate methodology, determining adequate benchmarks and capital requirement, liaise with cat modelling team for cat load, provide a write up to underwriters and upper management to highlight key assumptions made and results from the pricing analysis• Experience with proportional, non-proportional and structured reinsurance transactions for various lines of business including but not limited to US and international property, marine and energy, motor liability, workers’ compensation, professional liability• Development and maintenance of actuarial models• Participate in deal reviews with underwriters and upper management• Participate in product development• Ad-hoc actuarial and statistical work (e.g. modeling new lines of business, using vendor cat model output for non-standard pricing etc.).• Perform clients’ audits

Région De Montréal, Canada

• Responsible for the development and implementation of an optimal pricing strategy for commercial propertyo Define a methodology including statement of the objectives, parameters and constraints, data and modelling requirements, reporting and maintenance requirements, user interfaceo The end result is a multi-year pricing model that optimizes the economic gain, taking into consideration items such as customer elasticity, the underwriting cycle, present value of expected losses, capital allocation and cost of capital, reinsurance costs, etc.… o Manage team members and review their work to achieve goalso Coordinate communication with various stakeholders including senior management, corporate team, commercial pricing team and underwriters on inputs, results and implementation strategies• Lead the development of an interactive tool that compiles market data, quotes information and profitability measures to help the business development team in their decision regarding marketing expenses and broker appointment• Development of Earthquake, Wind and Hail territories for personal and commercial property, using RMS • Coaching and mentoring of junior staff• Annual and quarterly performance review of staff and various other administrative tasks

Région De Montréal, Canada

• Reserving: Quarterly and annual reserves analysis for personal and commercial lines insurers, as well as crop and mortgage insurance providers. The work I have done here includes:o Data preparation and calculation of diagnostics tools to identify unusual itemso Selection of LDFs and IELR to determine ultimate losses using various methodso Calculate Actuarial Present Values and Unearned Premium liabilitieso Communication and initial discussion of results with clientso Assist in the writing of report• Dynamic Capital Adequacy Testing: Conducted for Canadian companies as well as for Canadian branches of foreign companies to test capital adequacy under various scenarios.• Pricing: Various lines of business including professional liability, taxi, long haul trucking and private passenger vehicles. This includes performing work such as:o LDFs, Loss and Premium trends, Loss Capping, On-Level factors, ULAEo Calculation of indicated increase limit factorso Rate indication

Région De Montréal, Canada

• Development of a more refined rating structure for residential property insurance based on type of losses through predictive modelling and GLM technique. This included:o Building frequency, severity and loss cost models for each selected type of losses (using Emblem)o Data preparation for the modelling (using SAS)o Researching methodologies, and developing internal processes for predictive modelling and risk pricing for property and casualty lineso Presentation of results to senior management, both oral and writteno Training of other staff in the use of SAS, Emblem and modelling techniqueso Developing reports to monitor the performance of models• Development of an optimization process for risks ceded to the risk sharing pool for automobile insurance. This included:o Development of methodology to build a car theft index for comprehensive coverageo Building predictive models to simulate loss experience by coverage to identify worst profitable riskso Develop ceding and underwriting recommendations where insights are not actionable through pricingDevelopment of rating structure for personal lines

Halifax, Royaume-Uni

Monitoring and recalibration of Basel II capital models for banks

Master Of Business Administration - Mba

Post Graduate Diploma, Actuarial Science, Distinction

Master Of Science (M.Sc.), Financial Engineering, Distinction

Activities and Societies: Student Representative at the university council

Bachelor Of Science (B.Sc.), Mathematics