Serge Wottor

I have 17 years of experience as a consultant in risk management in banking and insurance. I have worked at AXA, Banque de France, ACPR, Crédit Agricole, BPCE Assurances, Groupama Gan Vie, AG2R La Mondiale, IRP Auto and have developed the following skills:

In AMOA / Collection, transmission, and transcription of business needs into IT problems, Design, automation, and optimization of data applications.

In Statistics and Modeling / Data Science, Dataviz, Statistical and econometric modeling and estimation, Datamining, Scoring, Segmentation, Hierarchical clustering, Factor analysis of data.

In Project Management / Design and management of data science projects. Supervision and coordination of a testing team.

In Life Insurance / Inventory, Premium calculation, Model Points, Annuities, Death benefits. PM recurrence, Data quality, Model-Point, Individual Providential, Individual and collective retirement, Individual savings, Social commitments, Pricing.

In P&C Insurance / PM calculation by average costs, chain-ladder, rate-setting method, Implementation of stability/aggregate/annuity clauses in reinsurance treaties, Auto portfolio quality, Liability.

In Financial Markets / Stochastic diffusions, Interest rate curve models, Financial instruments, Credit derivatives, Securitization, Credit and counterparty risk, Operational risk, Market risk, Liquidity risk, Risk measurement and management.

Technical Skills / SAS (expert), Python (Certified), R, PLSQL Developer, VBA, Studio, SPSS, Git, GraphTalk AIA, Tanagra, DataIku, Shazam

Pricing, fraud detection, recommendation, NLP, Deep Learning, Chain-Ladder, Lifereg, GLM, VaR, Boostrap. SAS (Base, Access, Connect, Stats, Graph, Insight, Assist, Macro, SQL, Enterprise Miner), Oracle, DB2.

Systems Windows, Linux, Unix, Mainframe