Sean Coetzee Email & Phone Number

• Built Economic Scenario Generator (ESG) in R to simulate distribution of future asset returns and investment portfolio values.• Built a stochastic Asset Liability Model using ESG output including yield curves to value liabilities.• Built a stochastic Credit Value Adjustment model to value the counterparty credit risk for over-the-counter cross currency and interest rate swaps.• Performed several IFRS 9 Expected Credit Loss calculations for large loan portfolios requiring analysis of historical experience to estimate Probabilities of Default and loss Given Default.• Complex derivative valuations

Supplied biodiesel to transport companies which would mix a small proportion (5%) to their normal diesel.

• Specified the calculation basis to developers of a new IT system to calculate and value clients’ benefits in pension schemes.• Checked output of new system and assisted developers to ensure calculation accuracy including complex benefits previously performed manually.

• Developed a calculation tool in Excel and VBA with graphic output to model commission earnings based on various commission structures

• Developed and implemented life and pension calculation methodologies, processes, and excel/vba tools to calculate policyholder compensation amounts.

• Performed Pensions Review opt-out and transfer loss calculations loss due to mis-selling of individual retirement annuities.

• Performed actuarial valuations of Defined Benefit and Defined Contribution Funds determining fund’s liability profile to identify and communicate client investment needs, solutions, and strategies.• Performed individual member calculations including IR maximum pension calculations.

• Analysed experience data of large scheme to assess and advise on the feasibility of self-insurance for disability benefits.• Developed methodology and calculation tool to perform a statutory valuation of a Sickness Benefit Society.• Designed and priced a new life assurance and savings product for Life Assurance Company.• Undertook a feasibility study to determine the profitability and pricing of retirement village unit leasing options.• Performed actuarial valuations of Defined Benefit and Defined Contribution Funds, individual member calculations and investment manager performance analysis.

• Performed actuarial valuations of Defined Benefit and Defined Contribution Funds, individual member calculations and investment manager performance analysis.

Certificate, Finance And Investment

Diploma, Actuarial Techniques

Bachelor, Commerce

Matric, 12