Cologne Bonn Region
I am a Senior Pricing Actuary at SCOR SE. The team is responsible for analysis, pricing and modelling of structured non-traditional P&C re/insurance/captive solutions globally.
Management associate programme with focus on actuarial work • Actuarial Department Home Loan Bank (Bausparkasse) • Actuarial Department Non-Life • Actuarial Department Health • Product Development Life • Risk Management - ALM • Sales Controlling
• Worked in a team to set up an Asset Liability Management System • Implemented filter methods in Matlab to reproduce hedge fund returns • Implemented and analysed risk contributions of single assets in a portfolio
• Analysed benchmark data of clients which quantifies the positive impact of the collaboration