I am an actuary focussing on financial risk management. As a contracting actuary I offer independent quality financial analysis.
The 10 years to 2021 I was with the UK Bulk Annuity firm Pension Insurance Corporation where I helped to grow it from a small startup to over £40bn under management. Before that, in 2011 I qualified as a pensions actuary providing valuation services and consulting advice to pension schemes.
The area I focus on is financial risk management, where I have extensive knowledge of Solvency II regulation including Market Risk Capital, the Matching Adjustment discounting mechanism and Investment Modelling.
Key achievements of my career so far have been:
Market Risk Capital and Matching Adjustment models built and approved for SII Internal Model
Lead on investment modelling system migration for £40bn assets
Built and owned financial curve construction platform for multi-currency rate and SII curves
My motivation is to help firms improve their competitiveness and risk management capabilities, and
to assist them in making better products available for customers.
I am able to help your business in any of the following aspects.
Capital & Stress Testing
Set appropriate levels of capital to protect you and your customers against market risks. Rates, credit, currency and inflation risks.
Asset Liability Management
Balance Sheet Management
Hedge within risk tolerances and apply metric optimisation to provide secure and competitive products.
Investments & Rate Curves
Model portfolio risks and projected returns from first principles. Support robust balance sheet reporting and trading strategies.