Samuel Achord Email & Phone Number

Copenhagen, Dk

København, Capital Region, Denmark

Copenhagen Area, Denmark

In-house expert on insurance, pensions and derivatives--capital, risk, regulation, balance sheets, investment behaviour, hedging, liabilities, clearing, pricing, etc.Notable work projects: - 2018 Best-in-class closed-form derivative pricing model to calculate VM calls, for... - 2019 "Pension companies will have large liquidity needs if interest rates rise" - 2020 Solvency and Own Funds monitoring model for the sector during COVID - 2021 "The pension sector's alternative investments" - 2021 "Domestic bond portfolio adjustments during duration jumps" - 2021 Assessment of the impact of new Solvency II legislation, including new Recovery & Resolution rules - 2021 Full balance sheet stress test modelling based on companies' annual reports and QRTs - 2022 Assessment of companies' and pensions' exposures to the changing macro environment - 2022 Modelling pension companies' investment and hedging reactions to FX and IR movements

Copenhagen Area, Denmark

Group Risk Office, supporting Nordea Life & Pension Group, Group Models & Analytics, and Group CRO - Assessing risks of ownership of an insurance group from the perspective of the sole shareholder bank (Nordea), and vice versa, the risks to the insurance group of being owned by a bank - Liaison with 4x local CROs, and risk and actuarial teams (DK, SE, NO, FI) - Technical, competent, agile and goal-oriented internal risk consultant - ESGs (stochastic simulations): use & calibration, technical quality assessment, RFPs, SII IM, ORSA - Writing liaison with local offices for ORSA, RSR, Risk Profile Assessment

London, United Kingdom

Freelance qualified actuary FIA CERA MIRM, specialising in: - Risk identification and assessment, using multiple methods including Bayesian nets - Risk management, ERM & ORSA - Reinsurance treaty and legal document review (risk, uncertainty and apportionment, not legals) - Stochastic modelling: liabilities, ESGs, econometrics, options & guarantees, Economic Capital - ALM and liquidity risk for life insurance products (annuities, IP, WP savings, equity release & more) - Multiple regulator/statutory regimes--accounting, reserving & capital - S&P Capital Adequacy framework, Bermudan EBS framework - Solvency II: Standard Formula, Internal Models, Economic Capital - Uncertainty meets strategy

London, United Kingdom

Pricing actuary within the GFS team focusing on fin re and asset intensive opportunities across the EU. - Bespoke reinsurance contracts aimed at optimising the capital position of clients. - Modelling and valuation of complex life insurance and savings products - Fin Re, asset-intensive reinsurance, and M&A for various UK and EU products and companies - R&D in pricing and development of GFS product suite in the UK & Europe - Long-term portfolio projection of capital, reserves, balance sheets, P&Ls combined with dynamic modelling of underlying risk factors - Coherent setting and organisation of risk assumptions and variables used for the combined projection of multiple regulatory, ratings, and accounting frameworks

- Economic capital model implementation for Solvency II - Economic capital model development - M&A valuation of complex unit-linked and unitised with-profits business - ORSA model for a European bancassurer - Replicating portfolios - Stochastic & econometric modelling

Mexico City Area, Mexico

Elfrida, Arizona, Usa

Master Of Arts (Ma), Mathematics

Master's thesis on "the fluid dynamics of blood flow" Studies include topology, real and complex analysis, differential geometry, abstract.

Bachelor Of Arts (Ba), Mathematics, Magna Cum Laude

Minor in Spanish Literature Boston University Trustee Scholar Boston University Case Scholar A cappella choir, "Bostoniensis" Student.

Fellowship (Fia), Actuarial Sciences

FIA CERA Specialist Application: SA2 Life Insurance Specialist Technical: ST2 Life Insurance, ST6 Finance & Investment B, and ST9 ERM.