Zurich, Zurich, Switzerland
I am a senior insurance professional combining business knowledge with stakeholder and project management skills, and STEM skills. My experience lies at the intersection of Insurance and Technology. Track record of end-2-end software product development, from strategic planning to delivery in Agile & DevOps setups. I thrive on novel challenges that require creativity and I find fulfilment in streamlining processes to increase efficiency. My approach to addressing business needs is pragmatic and focused on delivering value. I embrace the “80% results with 20% effort” principle and strive to deliver high-quality work with limited resources. I am a certified SAV actuary, passionate about Data Science and Software Development. I code mainly in Python and Java, including machine learning frameworks (scikit-learn, Tensorflow, PyTorch), and PySpark for big data pipelines (on Azure Databricks and Palantir Foundry). In my free time, I try to keep up with the latest advancement in machine learning and the most interesting applications, from Natural Language Processing, to Generative models, to Reinforcement Learning.
• Head of Global VA/GMxB and Index-Linked Portfolio Management • Building up the infrastructure to manage the in-force and the portfolio management capabilities • Structured Reinsurance, meeting clients demand for bespoke capital optimisation strategies and protection from remote risks • Protection from Financial Market risks embedded in Variable Annuities portfolios with GMDB, GMWB, GMAB, GMIB, GMxB riders • Relief from Regulatory Capital requirements • Monetisation of the in-force with Cash Financing solutions • Protection from Interest Rate risks with Asset Liability Matching • Protection from remote Mass Lapse events
• Senior role at the intersection of Corporate Finance and Technology. • Leading the development of Swiss Re platform for Liquidity Modelling & Reporting (in Java and PySpark) • Responsible for the annual goal setting and for managing the development team. • Subject-matter expert for the impact assessment of large transactions on stress liquidity, contributing to several projects for the efficient use of Group Capital and Liquidity. Including international Fronting business. • Management and ownership of stress liquidity monitoring process for the CFOs/CROs of major Swiss Re legal entities, and support to steer capital and liquidity. • Leading the development of end-2-end data pipelines in Python & PySpark (on Palantir Foundry) processing billions of records to automate business processes. Leading a remote team of developers. • Leading initiatives to upskill the team in data and software engineering: Data models design, Python, PySpark, Java, Palantir Foundry, PowerQuery.
• Temporary role (on rotation) to lead the development of data-driven portfolio segmentation for Swiss Re new stochastic reserving platform (SPIRE) • Team lead & PO responsibilities. • Achievement: novel end2end tool to automate the complex, manual and time-consuming task of identifying optimal sub-portfolios for reserving. Focus on scalability and performance. • Back-end in the Azure cloud with PySpark on Databricks. Front-end in Java. • Embedded in an Agile team (Azure DevOps for planning).
• Personal achievement: Highly popular "Data Science Après-Midi" events offered to Swiss actuaries as a new professional education opportunity, attended by ~130 participants on average.
• Focus on actuarial, technology and data science for financial institutions. • Top performance and income generation, promoted twice within 2 years (from Business Analyst, to Consultant, to Senior Consultant). • Own client relationship management already in the 2nd year. • Development of the pricing process and pricing tool (in C#) for a Swiss Health insurance client. • Automation and implementation (in R) of the SST calculation for a Swiss Life insurance client. • Development (in R) of a Credit Risk simulation tool for a Tier 1 Bank. • Robotic process automation (Automation Anywhere) for a Tier 1 Bank. • Strategic ALM tool (in Matlab) designed for a leading European insurance company. • Internal Model Review for a leading reinsurance group, with focus on risk factors dependencies.
• Software development for numerical simulations (in Fortran)
Microbiological analysis of food products