Dublin, County Dublin, Ireland
An Associate Actuary working in life insurance. I have experience in VA (gmxb) products, Valuation, EV, Modeling (including stochastic modeling) Actuarial Services, validation/testing/documentation of actuarial extracts, I am experienced in using Prophet, Moses, Matlab, Java, Excel, Access. I have in depth knowledge of statistics and analyzing numbers
Global Actuarial Modelling
ORSA Solvency II Risk
Prophet Modelling EEV Reporting Reserving ORSA
Worked in Actuarial Services Actuarial Modelling Actuarial Valuation
• Support the work undertaken by the Finance & Risk Management Actuary. • Performed cash flow analysis on model points for reinsurance treaty. • Performed month end actuarial reserving (both stochastic & non stochastic) and quarterly experience report. • Improved docmentation and automated (using VBA) monthly reserving procedure. • Lapse/surrender/mortality experience investigation. • Running and updating actuarial models in MoSes system and analyzing the output. • Design spreadsheet which replicates the cashflow MoSes model. • Solely designed and implemented excel spreadsheets to perform data validation of the actuarial extracts which form part of month end valuation process. • Documentation of actuarial extracts and month end valuation procedure. • Administration systems validation and valuation systems development for Bonds and Pensions (VA) products. • Worked closely with IT, Operations, Policy admin and Customer Service to monitor strategy initiatives and communicate reporting requirements.