Professional Interests
Economic CapitalI am interested in and have worked a lot in the EC space, covering mainly market risks especially credit risk. Though I have also covered non market risks. I from first line and second line perspectives
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Iliquidity PremiumWith insurers searching for yield in our current low interest economic enivironment, and the introudction of Solvency II -the illiquidity premium has become a very interesting topic along with its legislative variants - the Matching Adjustment and Volatility Adjustment. I was fortunate eough to be on the actuarial profession's working party on the subject.
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ChangeThe industry is going through significant change with new legislation and continued consolidation. New products are being designed, business models revised and tweaked. My knowledge and experience has allowed me to be involved in these interesting and exciting problems as the industry evolves.
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Skills
I am an experienced life insurance actuary with over 25 years in the UK industry. In that time I have managed large teams and large projects. I also have a practical blend of managerial and a wide range of technical skills to get results in many situations.
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My sector skills cover many areas including the following
Solvency II , Asset Stressing-asset risks including Credit Risk, Yield Risk, Liquidity Risk. Annuities -Bulk & Individual Pricing & Financial Reporting. Operational Management (Financial Reporting including supporting processes and frameworks ) Mortality, including mortality improvements covering individual and bulk annuity business. Project & process management , process improvement, process control |