Mawoudé M.

• Validation of regulatory accounts within an insurance company: design and implementation of the validation strategy for SCRs and stress tests within the ICAAP and ORSA frameworks; definition of the validation strategy for the standard formula and its deployment, followed by an in-depth review of market SCR; design and implementation of the Risk Appetite Framework for structured guarantees; assessment of model risk and rating of models in accordance with the Model Risk Assessment (MRA) framework;

• Responsible for steering the project for the production of solvency and financial position reports (for the Prudential Control and Resolution Authority – ACPR) for an insurance group and its subsidiaries: supervision of the work of referents from the Risk, Investment, Actuarial, Accounting, Legal departments, etc., preparation of validation materials for the Finance and Risk Committee, Specialized Committees, and the Board of Directors;

• Support for a large insurance group (bancassurance) on the production of IFRS17 accounts for the provident insurance scope: coordination of production work for subsidiaries and the Head Office team; implementation of a control process for IFRS17 work on provident insurance contracts; analysis and consolidation of IFRS17 figures at Group level;

• Responsible for the offering and expertise hub for Solvency II related risks within Asigma;

• Training consultant on Solvency II regulations – Pillars 1, 2, and 3, development of actuarial tools, supervision of article writing.

• Evaluation and analysis of the variation in technical provisions and the Solvency Capital Requirement (SCR) using the standard formula and Partial Internal Model (PIM) at Group level;

• Implementation and monitoring of risk indicators defined in the Group's risk strategy;

• Implementation of risk management policies presented to the Risk Committee and the Board of Directors;

• Coordination of the project for producing reports on Group risks and solvency for the Prudential Control and Resolution Authority (ACPR) of the Bank of France and the Financial Markets Authority (AMF);

• Analysis of the impact of regulatory changes related to the solvency of the Group and its subsidiaries.

• Support for a large Group in implementing IFRS 17 standard;

• Assignment at Milleis Vie (formerly Barclays Bank France) for risk mapping, implementation of monitoring indicators, and drafting the report on the company's solvency and financial position;

• Audit and certification of Solvency II technical provisions and social accounts of a mutual insurance company;

• Steering the project for the production of regulatory financial statements for a mutual insurance company: production of Quantitative Reporting Templates (QRT) and National Specific Templates (NST);

• Redesign of the pricing for the automobile insurance offering of a large insurance group;

• Validation of regulatory accounts for a pension fund and drafting of the actuarial report;

• Redesign of the funeral insurance offering of an insurance company to comply with Sapin 2 law;

• Steering the project to improve the production tool for regulatory financial statements of a group of mutual insurance companies with regular exchanges with the publisher Moody's;

• Implementation of a modeling tool for a savings product within the framework of Solvency II regulation;

• Implementation of an Economic Scenario Generator based on HULL & WHITE model for interest rates and BLACK & SHOLES model for stocks; analysis of the impact of poor model calibration on the capital requirements of a life insurance company.