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Head of Internal Model Parameterization

September 2012 to July 2014
Responsibilities completed
  • Responsible for the data, calibration, validation and operations of the Internal Model.
    25 countries, 5 geographical areas, 47 lines of business. GBP 8 billions Gross reserves and 5 billions Gross Earned Premium.
  • Managed 2 teams of 8 actuaries and data analysts.
  • Achievements:
    - Built and implemented a global risk orientated business engagement framework across all the regional profit centers to review the drivers of the capital with a focus on pricing, reserving, nat and man made cats.
Detailed Description
  • Capital modelling in igloo