Stefano Ellero

Senior Actuary at Zavarovalnica Triglav, d.d.
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Contact Information
us****@****om
(386) 825-5501
Location
Ljubljana, Ljubljana, Slovenia, SI
Languages
  • Italian Native or bilingual proficiency
  • English Professional working proficiency
  • Slovenian Elementary proficiency

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Pilar Ramiro

Stefano is more than a colleague, he is also a friend. When I first arrived to Trieste, he supported me in many different ways. Thanks to him, I could deal with Italian bureaucracy and Triestin way of life in a "not-so-hard" way. He is a person with high standards of professionalism and outstanding social skills. While we worked at Generali together, he showed special competence to manage an international event with many people coming from different countries. Even later, we kept in touch and I can count on him when I need a professional advice. I would really enjoy working with him again because, from a strict professional point of view, he has so much to offer and I already learned from him before. On the other hand, he is one of my best friends.

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Experience

    • Slovenia
    • Insurance
    • 400 - 500 Employee
    • Senior Actuary
      • Apr 2021 - Present

    • United States
    • Financial Services
    • 1 - 100 Employee
    • Senior Actuary
      • Oct 2020 - Apr 2021

    • Slovenia
    • Insurance
    • 400 - 500 Employee
    • Senior Actuary - Strategic Analysis
      • Oct 2016 - Oct 2020

      • Financial Stochastic Modelling Setting and development of probabilistic models to support the business: a) Reserving Risk (ResQ): Best Estimate/Technical Provisions calculations, Risk Capital (Lifetime vs. One-yr); b) Pricing Risk by selected Segment (Igloo): support to Planning and Pricing activities, volatility analysis vs.USP, Gross portfolio and Reinsurance optimization, Capital management; • Nat-Cat Modelling a) Creation and management of Hail/Earthquake internal models; b) Stress, Scenario and Sensitivity Testing (SSST) for ORSA purposes c) Vendor models validation d)Perils Monitoring and Reporting; • Crops Portfolio: Data analysis and management (Gross/Net) Show less

    • Insurance
    • 700 & Above Employee
    • Group Capital and Value Mgmt
      • Dec 2010 - Aug 2014

      SOLVENCY II Internal Model: development and maintenance of the stochastic tool. SOLVENCY II Internal Model: development and maintenance of the stochastic tool.

    • Italy
    • Insurance
    • 200 - 300 Employee
    • Product Engineer
      • Nov 2008 - Dec 2010

      Reinsurance Area. Product Engineering: Portfolio Analysis, Product Development and Restyling. DFA Igloo models (REP tool) Planning, Forecasting, Budget, Control, Monitoring, Reporting activities. Reinsurance Area. Product Engineering: Portfolio Analysis, Product Development and Restyling. DFA Igloo models (REP tool) Planning, Forecasting, Budget, Control, Monitoring, Reporting activities.

    • Italy
    • Insurance
    • 700 & Above Employee
    • Strategic Planning&Control - Reinsurance - Actuarial Non Life departments
      • Sep 2000 - Apr 2008

      Planning, Forecasting, Budget, Control, Monitoring, Reporting activities. DFA Igloo models. NAT CAT ANALYSIS and MODELING (Earthquake, Flood). Planning, Forecasting, Budget, Control, Monitoring, Reporting activities. DFA Igloo models. NAT CAT ANALYSIS and MODELING (Earthquake, Flood).

Education

  • Università degli Studi di Trieste
    Master’s Degree, Actuarial Science
    1991 - 2000

Community

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