Pacific Life Re
London
January 2015 - August 2017
A fluid role, where my primary objective is to fill a resourcing void in the MoSes modelling team. Initial work has included:
Developments for the Central Integrated Model releases (mainly UK Corporate Actuarial and Business Planning developments);
Assisting and managing new joiners;
Developing models for PLRe's new Australian office;
Model Optimisation.
March 2010 - November 2011
I was initially brought in to assist with the design and build of PLRe’s Internal model for Solvency II purposes. Upon successful completion of this project, the scope of the role was extended to include:
Ongoing Solvency II development work as required by new Guidance Notes and internal research projects;
Solvency II documentation;
Initial overhaul of PLRe’s Integrated MoSes model including further homogenisation of Pricing and Valuation logic;
Corporate model optimised for speed – runtimes reduced by 80-90%;
Design, build and unit testing of new functionality in PLRe’s Integrated MoSes model as required for new model releases;
Overseeing the unit testing, packaging, release and monitoring cycle of new MoSes model releases;
General MoSes day-to-day support to the Pricing, Valuation, Business Planning and R&D functions.