Member of the Jury

• Jun 2018 - Present

Head of ALM

• Sep 2021 - Sep 2023

In charge of the Strategic Asset Allocation for the main portfolios of Aviva France Three business lines in the Life business (AFER, Aviva Vie, Antarius) and one in the non-Life business (Aviva Assurances) Optimisation of the SAA in a highly constrained environment both for the policyholder (yield) and the shareholder (profitability and capital in a Solvency II environment) In charge of the relationship with the AEMA Group regarding ALM topics. In charge of the Strategic Asset Allocation for the main portfolios of Aviva France Three business lines in the Life business (AFER, Aviva Vie, Antarius) and one in the non-Life business (Aviva Assurances) Optimisation of the SAA in a highly constrained environment both for the policyholder (yield) and the shareholder (profitability and capital in a Solvency II environment) In charge of the relationship with the AEMA Group regarding ALM topics.

Senior Actuary - Group Actuarial Function

• Sep 2019 - Aug 2021

Under the responsibility of the Group Actuarial Function Director, I am: 1- Operational Responsible of the Actuarial Function (AF) for Spirica (entity), including review organization of business team works : - Management of consultants to support the review work - Coordination of the annual review of Technical Provisions - Performing the ALM (within Prophet ALS) model engine implementation review (in addition to model changes review) - Participation in Spirica's key committees for AF (model committee, ALM committee, product committee, S2 committee, key functions committee) - Review of underwriting policy (redesign of savings funds in 2020) and reinsurance adequacy (ex: change of structure) - Annual review of Mid Term Planning and ORSA projections - Redacting Spirica's AF report 2- Contributing to CAA Group Actuarial Function assignments : - Monitoring of the implementation of the normative framework and good actuarial practices by the solo AF - Participation in regular exchanges with each entity AF - Conduct of the quarterly AF committees (19 members) - Review of intra-group reinsurance within the CAA Group - Contribution to the CAA Group Actuarial Function report - Management of projects at Group level - review of the technical balance and value sharing of a group provident contract - deployment of a tool for centralizing the recommendations issued by the AF Show less

Risk Management Actuary

• Nov 2018 - Sep 2019

Participation aux travaux ORSA relatifs à la solvabilité prospective d’AG2R LA MONDIALE.Participation à la mise en place du premier Plan Préventif de Rétablissement.

Actuarial Modelling - ALM Expert

• Dec 2016 - Nov 2018

Expertise in : Financial modelling, ESG, Solvency II, ALM modeling, Moses and Prophet tools• ALM studies (interest rate risk, new management actions, extreme scenarios ...) • Worked on diagnostic phase of IFRS 17 project• Working on robustness and efficiency of the ALM model (run time optimizations, leakage reduction, ...)

Senior Actuarial Consultant

• Sep 2015 - Nov 2016

Quantitative Risks Analyst / Prophet Analyst

• Oct 2013 - Sep 2015

Sungard solution Fastval Analytics provides independent data valuations and pricing analytics for multiple structured derivatives across asset classes for financial institutions and investment banks. Sungard solution Fastval Analytics provides independent data valuations and pricing analytics for multiple structured derivatives across asset classes for financial institutions and investment banks.

Financial Actuary

• Apr 2013 - Oct 2013

Computer Sciences Corporate (CSC) Department « Actuarial Modeling & Finance Consulting » Master thesis : Development of an economic scenario generator market consistent • Model development and calibration on R software • Importing economic scenarios under Prophet ALM model for multisupport saving contracts • Sensibilities studies on ESG parameters Computer Sciences Corporate (CSC) Department « Actuarial Modeling & Finance Consulting » Master thesis : Development of an economic scenario generator market consistent • Model development and calibration on R software • Importing economic scenarios under Prophet ALM model for multisupport saving contracts • Sensibilities studies on ESG parameters

Credit Risk Quant

• May 2012 - Oct 2012

Modeling credit risk on trading book : • Improvements models IRC (Incremental Risk Charge) and CRM (Comprehensive Risk Measure) and that takes into account the amortization of positions and maturity mismatches • Establishment of a dynamic model (Brownian bridges + GARCH process) that takes into account liquidity horizon less than 1 year • Dynamic Modeling of a hedge within a given liquidity horizon and associated costs determination • Implementation of the model evolutions on a test prototype (C + + & interface excel) Show less