Insurance and pensions strategy & analytics

Lectures on ESG, ALM, Advanced Investments for MSc Students (MSc Actuarial Science & MSc Risk Management and Financial Engineering)

- Responsible for the R&D of the Real World ESG- Strong client relationship management and marketing of our products- Development and calibration of new models for the Economic Scenario Generator- Custom portfolio analysis and optimization for ALM purposes

• Supported the development of a significant new business for the firm in providing longevity hedging and liability risk transfer (in insurance and derivative form)direct to U.K. pension funds• Developed a new model for longevity• Implemented calibration algorithms, finite difference methods and monte carlo simulation techniques• Built a fully stochastic liability projector for UK pensions• Structured tailor-made hedging solutions for longevity, interest rates and inflation… Show more • Supported the development of a significant new business for the firm in providing longevity hedging and liability risk transfer (in insurance and derivative form)direct to U.K. pension funds• Developed a new model for longevity• Implemented calibration algorithms, finite difference methods and monte carlo simulation techniques• Built a fully stochastic liability projector for UK pensions• Structured tailor-made hedging solutions for longevity, interest rates and inflation risks• Worked very efficiently in a client focused environment which involved meeting deadlines, resolving problems and responding to requests quickly• Provided fully stochastic Asset Liability Modelling for pension funds • Used C++ , VBA for Excel, software R Show less

• Started as an Intern and was offered a permanent position after two months at the firm• Structured new derivatives structures for longevity products• Provided fully stochastic Asset Liability Modelling for pension funds • Used software R, VBA for Excel, Barrie & Hibbert Economic Scenario Generator

Trader Assistant on credit derivatives (ABS/RMBS)• Established a pricer to demonstrate the impact of the capital accord on a portfolio of credit derivatives• Traded Swaps and Repos• Responded to traders’ requests in a timely manner• Used Bloomberg and VBA for Excel• Communicated with several traders about options, convertible options, volatility, equities

Facultative reinsurance department• Worked in a German environment• Established a data base of the risks situated in Belgium• Liaised with underwriters about risk components of facultative reinsurance