Paris, Île-de-France, France
Associate Actuary of the Institute and Faculty of Actuaries (IFoA UK), with several years of experience in P&C pricing and portfolio management.
Portfolio management. Environment: SAS, WTW Radar
Pricing analysis - Review and optimization of risk premium models. This also included the industrialization of the process for the creation of the database used to build the models, thus leading to a sharp reduction in the time spent in the creation of the dataset for future model reviews. Application of a geospatial smoothing algorithm to deal with unbalanced geographical data. - Profitability analysis. - Detection of fraudulent underwriting practices carried out by sales agents and implementation of a warning and sanction system. We achieved a threefold reduction of the rate of new business that are written in replacement of existing policies throughout 2021. - Review of the Students' offer by specifically targeting a subset of the population. As part of this role, I spent 8 months at Direct Assurance, working in the household insurance pricing team on the construction of the database and the review of the risk premium models. Environments: SAS, R (including RMarkdown for reporting) and Akur8
General Insurance (P&C) - Optimisation in the attribution of commercial budget for distributors -sales agents, brokers and representatives- in accordance to production goals and risk parameters. - Complete reformulation of the pricing correction mechanism (coefficient applied to Motor insurance only) that rewards distributors with a good technical performance in their portfolios. - Clustering analysis for the segmentation of distributors for the technical performance of their portfolios of motorbike policies. Environements : SAS, R & Excel.
Pricing analysis Temporary mission at Direct Assurance as part of the program of cooperation between the GI pricing teams of AXA France and DA: - Comprehensive review of the risk premium models, including the creation of a dataset from scratch for this purpose, using internal and external data . Environement : R, SAS & Emblem (Tower Watson's)
Data analysis and predictive modeling - Identification of areas in which processes can be improved by the implementation of machine learning tools. - Treatment and analysis of structured and unstructured data sources (internal as well as external: i.e. web scraping) - Development and implementation of predictive tools. Environment: R & SAS.
Six weeks internship at Admiral's headquarters in Cardiff working with the team of Data Scientist, learning the modeling techniques applied in the group under SAS Enterprise Miner and R. Comprehensive insight into the whole process of creation, developement and implementation of models within the company.
Motor insurance Pricing studies, data analysis and reporting. - Pricing analysis, rate changes and impact assessment. - Data analysis in a variety of fields (Marketing, Finance, Operations, etc.) - Reporting tasks for departments within the French branch of the company and the Admiral Group (UK based group). - Aid in the development and maintenance of the Operational Data Store (ODS). Environment: SAS, SQL & VBA.
Macroeconomic analysis. Report writing and analysis. Monitoring of relevant macro and microeconomic variables. Creation and design of models used in micro and macroeconomic forecasting. Treatment of databases steming from the Permanent Household Survey (EPH for its Spanish acronym, using Eviews) and other databases of different sources. Translation of reports and presentations into English. Industry analysis: retail markets (supermarket and shopping mall sales), construction activity, real estate market, finance and banking sectors. Periodical report writing. Relationship with clients and the press.