Tim Herpich Email & Phone Number

Experienced financial services consultant with focus on prominent European insurance companies, leveraging expertise in risk management and software engineering to address complex challenges for clients.Proven track record of successfully leading cross-functional teams with more than 5 members. Confident in communicating across different hierarchical levels.

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  Senior Consultant

  D-Fine

  Jun 2020 - Present - Zurich, Switzerland

  Project lead for a .NET application calculating insurance product premiums at a Swiss export risk insurance: - Facilitation of scrum events, coordination within project team and reporting to management - Creation of architecture plan to ensure modularity, maintainability, and seamless integration with OpenAPI - Development of a pricing framework in accordance with OECD rules for export risk insurers - Implementation of calculation engine in C#, incorporating pricing algorithms and client business logic - Design and development of OpenAPI endpoints, enabling standardized communication with other systems - Technical documentation to facilitate future maintenance, troubleshooting and regulatory compliance - Planning and execution of deployments into the production environment to minimize disruptionProject support of Internal Model team at globally operating German re-insurance group: - Introduction of the Cholesky matrix decomposition method in the real-world scenario generation process - Revalidation of a dynamic volatility adjustment.Project support at globally operating German insurance group: - Development of Solvency II-compliant framework for extrapolation of risk-free-rates, inflation and volatility. - Methodological extension and revalidation of a dynamic volatility adjustment. - Benchmark testing of internal methodologies against EIOPA methods. - Support of financial reporting process in compliance with Solvency II Standard. - Maintaining and extending documentation of internal methodologies. - Software development (Python, R, VBA) to enhance efficiency of risk analysis and reporting. - Revalidation support in areas as diverse as tax, FX and alternative assets. - Development of a pricing library for assets constituting client portfolio.