Ville de Paris, Île-de-France, France• Building Asset Databases for Prophet model: Receiving gross Database from the Asset Management service to build model points based on several criteria and using several internal tools. In addition to the production of assets database, the “investments strategies” database is also built using information and guidance of the ALM department.
• Stress testing the Profitability metric under IFRS...
Lyon, Auvergne-Rhône-Alpes, France• Data migration technical leading: Coordinating and leading data migration of life insurance portfolios. Writing specifications and monitoring their implementation with the IT department.
• Data preprocessing: Extracting and preprocessing Liabilities’ databases for the actuarial forecasting tool.
• Statistical studies on behavioral laws (Surrenders, Deaths, Arbitrage): Exploring statisticall...