Actuarial Contractor | Data Science and Analytics | Modeler | Programmer at Phoenix Group
Phoenix Group
مجموع سنوات الخبرة :11 years, 6 أشهر
Streamline and enhance all Actuarial production administrative procedures, with an emphasis on systems, manual works streams, and actuarial models
Automated Milliman web-based MG-ALFA model setup tool in UI.Vision RPA, cutting production time from 10 days to 3 hours
Developed a KPI dashboard to illustrate real-time progress of production run times and cost of reruns
Key facilitator of integrating tools and systems from Milliman into Phoenix
Evaluate and assess all of Milliman tools; suggesting enhancements and improvements
Migration of all Actuarial models from Moses/RAFM to MG-ALFA outlining key differences by analyzing debugging C++ code (RAFM). Consisted of Life, Critical Illness, and Disability Income products.
Ensured the reconciliation of all reserving bases including US-GAAP, Switzerland, Luxembourg, Solvency ll, IFRS 17 and Economic Value Management (Swiss Re's propriety valuation basis)
Created R scripts to compare RAFM and MG ALFA results on a policy level and calculate distribution of differences
Automating manual ETL processes by developing R scripts and then transferring onto Azure Data Factory & Databricks.
Understanding applications deep enough to give suggestions to external system developers on how to improve their current applications
Developing Python scripts to clean, process and analyse large data sets to derive the most accurate business conclusions
Currently subject matter expert on the MG-ALFA model ensuring that knowledge is being transferred to the team. Providing ongoing support and in-depth training. Extensive knowledge of other Milliman applications such as cloud computing, integrate and model development
Collaborating with teams in Europe and the US such as Data, Pricing and Valuation to ensure that all data and reporting requirements has been migrated onto MG-ALFA
Heavily involved in other projects such as IFRS 17, Property & Casualty, Data infrastructure, valuation reporting and pricing.
Analyse product literature to validate and challenge policy calculation spreadsheets this included analysing VBA code to determine calculation of unit deductions and terminal bonuses
Writing SQL queries on SQL server management to analyse subsets of large policyholder data
Giving VBA and SQL training Workshops to enhance programming skills across the department
Organise and lead regular meetings with Phoenix in order to clarify product calculation queries
Lead projects such as risk rate and policy reviews; consisted of investigating the whole Phoenix
product spectrum to identify applicable products and corresponding calculations
To update and test regular changes to systems including regular bonus updates, policy fee updates
and premium rate changes
Annotated and evaluated complex calculation spreadsheets to help aid the understanding of product calculations
Modelling and Transformation project from Prophet to MG ALFA
Reconstructed DCS model point files onto MG-ALFA (IDM) using Pig Latin scripting language
Running MG-ALFA models and reconciling results against Prophet. Developed automatic testing tools in R that provided comparison of Prophet vs MG-ALFA results
Regularly managed the entire quarterly and half-yearly model releases; consisted of planning, delegating, completing and reviewing data and run change requests
Liaising with Assumptions, Valuation, Reconciliation, Product and Model teams in order to complete change requests and investigation queries
Modelling complex product features in IDM and troubleshooting coding scripts to correct errors
Created an issues and guidance document enabling new starters to easily grasp the knowledge of IDM and Pig Latin Scripting; was regularly involved in giving IDM, R, Excel training to colleagues
Producing detailed Solvency II documentation on MG ALFA code structure and reconciliation results of the migration, outlining any discrepancies between DCS and MG ALFA Model point files
Running SQL queries to generate pricing data to price and implement rates for all Aetna healthcare
products, which are sold internationally
Responsible for developing the IT attributes of actuarial students both locally and internationally; in
particular with Microsoft Excel, VBA and SQL
Developed user-friendly and comprehensive actuarial pricing models which can be used to compare Aetna rates across all products/regions and against rates of competitors
Develop, test and implement Actuarial models which are compliant with the Solvency II framework
Developed an Excel model which valued Partnership’s asset portfolio to determine the matching adjustment
Implementing a standardised end user computing (EUC) control framework across all Solvency II spreadsheets, with the aim of implementing across the entire business
Developed a profit and loss attribution model which will explain the movement in Partnership’s assets and liabilities over specific accounting periods
Analyse reserves and policy data to identify any discrepancy between the results produced e.g. identified an error of £12 million Actuarial reserves which had not been posted to the balance sheet
Automated various manual data driven processes through Visual Basic for Applications (VBA)
Played a pivotal role in helping the company transform their Actuarial reporting requirements from a quarterly basis to a monthly basis
Saved Actuarial team’s time by proactively built models to automate input and assumption variables that drive into Prophet (Actuarial software); this also improved the internal controls of the business
3 A Levels: Mathematics (A), Economics (A) and Accounting (A) 12 GCSEs A* – Cs, including Mathematics (A*) and Science – (AA)