12.04.2025 aktualisiert
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Life actuary and risk manager
Kilchberg, Schweiz
Weltweit
Major in mathematics and physics; financial analyst, data scientistSkills
HTMLC++VBACExcelLife InsuranceMathematikPythonData Science and AnalysisRisikomanagementModellierungFinancial modeling and analysisFinancial ServicesAnalytikerAktuarRisikomanager
Model validation, IMAP, Excel, strategic asset allocation, TAS, MoSes / Risk Agility, Prophet, Office, Excel, VBA, LATeX, S-Plus, Pascal, C, C++, Visual Basic, HTML, Python.
Life insurance, Solvency II, SST, IFRS 17, audit, reporting, accounting.
Process automation.
Life insurance, Solvency II, SST, IFRS 17, audit, reporting, accounting.
Process automation.
Sprachen
DeutschMutterspracheEnglischverhandlungssicherFranzösischgutItalienischgut
Projekthistorie
Employer ARCS Actuarial and Risk Consulting Stoll GmbH, Kilchberg, Switzerland
Main activities and Supporting the financial industry in actuarial modelling, reporting, valuation, risk
responsibilities management and as Appointed Actuary.
Since mid 2017: Working with SV Versicherung (Germany), upgrading and improving
the quality of their projection system and streamlining reporting processes;
methodology development; automation.
Main activities and Supporting the financial industry in actuarial modelling, reporting, valuation, risk
responsibilities management and as Appointed Actuary.
Since mid 2017: Working with SV Versicherung (Germany), upgrading and improving
the quality of their projection system and streamlining reporting processes;
methodology development; automation.
Employer KPMG , Zurich, Switzerland
Main activities and Together with the actuarial partner, was in charge of building up actuarial capabiliresponsibilities
ties for KPMG Switzerland. Was responsible for reaching out to KPMG's life
insurance clients and in close touch with teams from advisory, tax, regulatory and
IT to offer cross functional services to its clients. Projects included:
* Improvement of a client's economic value based reporting process with focus
on increased controls, automation and reduced production time - to ensure
process is sufficient for upcoming Solvency II production runs;
* Due diligence projects for two EU based companies: valuation of reserves,
assessment of risk capital requirements;
* Audits (with focus on interest rate and longevity assumptions as well as
processes, controls and documentation);
* Actuarial valuation of reinsurance contracts for pension funds;
* Review of cost processes for group life business, in particular cost allocation
mechanisms and pricing of cost premiums.
In 2013, was elected member of the board of trustees of the KPMG pension fund
which manages assets of around CHF 500m, and was part of the investment
committee, making strategic asset allocation decisions.
Main activities and Together with the actuarial partner, was in charge of building up actuarial capabiliresponsibilities
ties for KPMG Switzerland. Was responsible for reaching out to KPMG's life
insurance clients and in close touch with teams from advisory, tax, regulatory and
IT to offer cross functional services to its clients. Projects included:
* Improvement of a client's economic value based reporting process with focus
on increased controls, automation and reduced production time - to ensure
process is sufficient for upcoming Solvency II production runs;
* Due diligence projects for two EU based companies: valuation of reserves,
assessment of risk capital requirements;
* Audits (with focus on interest rate and longevity assumptions as well as
processes, controls and documentation);
* Actuarial valuation of reinsurance contracts for pension funds;
* Review of cost processes for group life business, in particular cost allocation
mechanisms and pricing of cost premiums.
In 2013, was elected member of the board of trustees of the KPMG pension fund
which manages assets of around CHF 500m, and was part of the investment
committee, making strategic asset allocation decisions.
Employer PwC , Zurich, Switzerland
Main activities and As a senior manager, was leading audit and consulting projects within the actuarresponsibilities
ial team. Managed the actuarial client relationship with two major audit clients and
lead various risk management and economic capital projects. Built up modeling
capabilities within the team, in particular for Prophet.
* Was leading actuarial audit teams for insurance clients and investment funds
and was auditing IAS 19 pension fund valuations.
* Managed an internal Solvency II model validation exercise for a local subsidiary
of an insurance group;
* Lead a project abroad to update a client's Prophet model to ALS, and defined
which additional features had to be implemented due to Solvency II requirements;
* Supported a client in setting up a Swiss Solvency Test model with focus on a
transparent and flexible set up;
* Advised an international insurance group in streamlining their actuarial models
in one region;
* Served as subject matter expert on various modeling projects.
Main activities and As a senior manager, was leading audit and consulting projects within the actuarresponsibilities
ial team. Managed the actuarial client relationship with two major audit clients and
lead various risk management and economic capital projects. Built up modeling
capabilities within the team, in particular for Prophet.
* Was leading actuarial audit teams for insurance clients and investment funds
and was auditing IAS 19 pension fund valuations.
* Managed an internal Solvency II model validation exercise for a local subsidiary
of an insurance group;
* Lead a project abroad to update a client's Prophet model to ALS, and defined
which additional features had to be implemented due to Solvency II requirements;
* Supported a client in setting up a Swiss Solvency Test model with focus on a
transparent and flexible set up;
* Advised an international insurance group in streamlining their actuarial models
in one region;
* Served as subject matter expert on various modeling projects.