Brought in to the Central Pricing Office as the sole MoSes resource in a small project team, the objective was to pilot the development and rollout of an actuarial modelling tool (integrating the MoSes platform) for pricing deals across Swiss Re’s life and health businesses.

 

Scope of the role included:

 

Assisting business experts during the user requirements specification stage;

Processing and implementing technical decisions and solutions that were flexible and met requirements for scalability, ease of use and later adaption for other functions within the group;

Providing project management support on the project;

Adapting and implementing plans and strategies according to changing requirements and business circumstances;

Identifying and resolving technical issues;

Producing documentation of the model enhancements in accordance with agreed implementation processes.

 

Technical challenges and achievements included:

 

Integrating pricing functionality (including goalseeking) into an existing corporate model without impacting existing functionality or performance;

Extensive use of VBA to develop a fully independent and automated end-to-end process including assumption and data management, Shell calls to the MoSes platform, license usage monitoring, distributed processing, data retrieval and display;

Complete design and build of the Grid computing solution required by the end-to-end process.