Experience

Securis Investment Partners LLP

• United Kingdom
• Capital Markets
• 1 - 100 Employee

• Software Developer and Investment Analyst

  • Feb 2020 - Present

• Portfolio Analyst

  • Sep 2018 - Feb 2020

  - Assist Portfolio Managers in their decision-making by providing key analytical feedbacks at investment and portfolio level.- Development of a portfolio projection tool with the ability to rebuild the portfolio at any point in time. The tool was successfully deployed and used by the Portfolio Management Team from the January 2019 renewal period;- Creation of a central repository of investment and fund data including projected returns and catastrophe modelling output automatically extracted from vendor APIs;- Development of the first building blocks of an integrated in-house tool for cash projection with live synchronisation of data from various sources as the Beauchamp APIs;- Automated creation of projected results for periodic fund reports designed for investors.



Barbican Insurance Group

• Insurance
• 1 - 100 Employee

• Analytics Consultant

  • Jul 2016 - Sep 2018

  C# and Sql Developer for Tony, the in-house desktop property treaty pricing tool involving:- Updates and creation of features based on underwriters feedback;- Pricing of reinsurance layers via the in-house calculation engine;- Creation of Experience Rating and Rate Monitoring modules that helps underwriters in their decisions;- Breakdown of code into microservices;- Maintenance and enhancement of the calculation engine that optimised data streaming from and into the databases and increased the calculation speed of the monte-carlo simulations;- User Interface updates using Windows Forms and MVVM pattern;- Maintenance of Sql Server databases.



Verisk Extreme Event Solutions

• United States
• Software Development
• 300 - 400 Employee

• Senior Risk Consultant

  • Apr 2016 - Jun 2016

  Senior risk consultant role with a specialisation in technical projects such as the development of the first version of the cyber risks import and validation tool.

• Client Services Associate

  • May 2014 - Mar 2016

  As a member of the technical team, I had various responsibilities:Client Services Modelling of natural catastrophes such as windstorm, earthquake and flood in Touchstone, Clasic2 and Catrader;Daily service for various client questions and queries on databases, user interfaces, the financialmodule and the catastrophe models in general;Creation of SQL Codes for Touchstone, Clasic2 and Catrader for both internal use and clientservices;Client training on AIR softwares functionalities, including clients from France and theBENELUX;Participation to internal software testing for each new version release of Touchstone, includingthe Offshore Model testing;Development of optimization algorithms and application to client portfolio;Use of API solutions in C# enabling automatic portfolio import, analysis and resultsexport in Touchstone and installation on client environment;Participation to a research project involving the time-series analysis of economicdata.



Guy Carpenter

• Catastrophe Modeler

  • Mar 2012 - Nov 2013

  Modeling of natural catastrophes such as windstorm, earthquake and flood in RMS, EQECAT, AIR;Exposure data quality assessment, making of modeling assumptions and data preparation for insurance companies in BENELUX, DACH countries and France;Modeling of the probability distributions of the results using risk analysis concepts such as VaR and Expected Shortfall;Analysis of how the distribution of results and relevant risk measures change as a result of application of various proposed reinsurance structures;Automation of the results extraction;Report on analysis to brokers and consultation of clients;Development and application of fire and terrorism accumulation algorithms in SQL Server;Development of a spatial method for the evaluation of insured sums of all the buildings in the Netherlands for the Dutch flood pool.



Universität Konstanz

• Research in Game Theory

  • Apr 2010 - Apr 2011

  Research in game theory on topics such as Multiple Selves Games and Absentmindedness under the supervision of Prof. Dr. Alós-Ferrer. Research in game theory on topics such as Multiple Selves Games and Absentmindedness under the supervision of Prof. Dr. Alós-Ferrer.