Freelancer profile translated to English.
Back to original languageAbout Thomas
I am an actuary consultant graduated from ISFA, a member of the Institute of Actuaries, with 6 years of experience. I was an actuary consultant at Mazars for 2 years before joining Milliman's Health and Provident team, where I worked for 3 years.
I have been an independent actuary consultant for over a year and have worked as a freelancer on non-life insurance topics, with the main themes being:
• Premium projection (PANES, PENA, PPNA), IBNR calculation, PFGS variation calculation and analysis, PREC, annuity premiums, analysis of gains/losses, presentation of gross and net with reinsurance analysis (ceded premiums, claims cession)
• Management of SFCR (Solvency II) reports, RSR and management report production
Throughout my career, I have worked for various types of clients (insurers, reinsurers, bancassurers, mutuals), on various technical topics of provisioning, Solvency II (the 3 pillars), IFRS 17 (PAA and BBA approaches), inventory, modeling, process review, IFRS 4, French GAAP, development of insurance products and pricing. I have acquired expertise in insurance areas including Provident, Health, Life, Non-Life, and Reinsurance.
I have a strong command of programming and IT tools (Excel/VBA, Python, R, SAS, SAP Business Object, MoSes, Tableau, etc.) which I can easily implement in my work.
I am open to different types of assignments, on a time and materials or fixed-price basis, on-site or remote. I am located in Paris but mobile throughout France and Europe for on-site work.
French
Native or bilingual
English
Fluent
Spanish
Basic
Can work on-site
Paris (up to 50km), Lyon (up to 50km), Marseille (up to 50km), Niort (up to 50km), Bordeaux (up to 50km)
Experience
- MILLIMANActuary Consultant, Health and Provident DepartmentBANKING AND INSURANCESeptember 2020 - June 2023 (2 years and 9 months)Paris, France- IFRS 17:* PAA Model: implementation of IFRS 17 simulations (Provident), construction of IFRS 17 Balance Sheet and P&L, ultimate volatility calibration, equity impact, comparison of IFRS 4 & IFRS 17 P&L, review of IFRS 17 closing process (Non-Life)* BBA Model (Non-Life Reinsurance): construction of Roll-Forward by IFRS 17 component (PVFCF, RA, CSM, LRC, LIC, LC) in Excel and SAP BO, implementation of IFRS 17 transaction codes, reconciliation and consistency of Balance Sheet & P&L, closings, multi-GAAP analyses (IFRS 4, Solvency II and IFRS 17)- Solvency II:* Provisioning analysis for funeral and dependency contracts* Modeling of Solvency II market SCR modules under Excel and Milliman Mind software for a group of mutuals* Closings for Non-Life Reinsurance and Provident scope- Provident:* Inventory, Solvency I and French GAAP technical provisions* Review and development of a product offering for incapacity and disability risks (for all Social Security schemes), pricing* Contractual redesign of a spouse annuity product offering- Non-Life Reinsurance: review of Reinsurance programs for the 2023 renewal- Health: study of inter-scheme health insurance expenses (public DAMIR bases) using Python
- MazarsActuary ConsultantBANKING AND INSURANCESeptember 2018 - October 2020 (2 years)Paris, France- Provident:* SCR/BE calculations within the ORSA production (Solvency II, Pillar II) for temporary death and borrower coverage, cash flow projection under MoSes software, database management under SAS, rationalization and documentation of the ORSA process* PRC AT and PM calculations according to different incidence tables and types of remaining capital repayment* Review of assumptions and counter-valuation of life annuities, education, incapacity, and disability in Collective Provident- Life Reinsurance:* Quarterly closings under HGB (German accounting standard) and IFRS4* Reporting of Solvency II quantitative statements (Pillar III)* Implementation of consistency controls, treaty mapping
- Natixis AssurancesActuary Intern and Apprentice, Provident Products Actuarial DepartmentBANKING AND INSURANCEMay 2017 - September 2018 (1 year and 4 months)Paris, France- Data qualification- Study of insurer/insured termination and profitability monitoring under R, construction of dashboards with R (Rmarkdown, plotly, R Shiny)- Actuarial thesis completed: explanation of customer appetite and claims experience using Machine Learning, CART model, Random Forest, GBM, LIME, SHAP (Shapley Value), projection of an insured portfolio under R- Led a webinar for the Institute of Actuaries on the topic of my thesis in May 2020
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Education
- Actuarial Science Master's DegreeInstitute of Financial Science and Insurance (ISFA), Lyon2018Obtention du Master Actuariat de l'ISFA
- Preparatory Classes for Higher Education in Mathematics and Physics (MPSI-MP), Computer Science OptionLycée Thiers, Marseille (13)2015CPGE Mathématiques et Physique (MPSI-MP), Option Informatique
Certifications
- TOEIC English Listening and Reading Test 920/990, B2 levelTOEIC® Program2018