Cas pratiques


Belgian Insurer [Risk – ORSA]

Within the framework of Capital Planning, preparation and execution of different stress testing scenario’s in order to calculate the impact on future Solvency II ratio’s.

  • Results of calculations in Excel & VBA,
  • Document, summaries, analyses and conclusions
Belgian Insurer [Employee Benefits support management]
  • Support of Employee Benefits department
  • Actuarial calculation for Pension funds
  • Calculation of some non-automatized reports
  • Administrative task for the department
  • Documentation
Belgian Insurer [Reinsurance / Risk & Value]
  • Support the Risk Department in defining the company’s non-life risk strategy and evaluate non-life risk indicators.
  • Support Reinsurance Department in defining the company’s Reinsurance Efficient Program (REP)
  • Study and Calculation of the Reinsurance Efficient Program (REP)
  • Carry out non-life Risk studies, present the results to the various committees and make the resultant recommendations.
  • Perform and analyse the Non-Life Risk capital calculation using Solvency II standard formula and internal model of the company.
Belgian Insurer [Risk - Validation]

Internal Model Validation

  • Validation Reports
  • Actuarial Function Reports
  • Quantitative Review Report

Business Analyses

Insurer [Solife: New target platform for the migration of multiple existing back-offices]
  • Implemented a Data Quality process and created test cases (Solvency II related project).
  • Built a data warehouse, performed data analysis and data mappings.
  • Created several reports for various units (Operations, Risk, Finance, etc.).
  • Captured and documented business requirements as well as business rules.
  • Worked on the migration of insurance contracts from one IT system to another in order to limit the number of legacy platforms.
  • Managed mini-projects related to the Data Quality process.
Bank [Financial Analysis Basel III - Risk Management]

GROUP CREDIT RISK REPORTING (GC2R) – Calculation & Analysis

  • Participate in the preparation, analysis, control and delivery of reports related to credit risk issues – Corporate & Institutional Banking (CIB)
  • Responsible for IT tools related to the Business As Usual of the CIB Team (Access data base, VBA tool and Business Objects).
  • Control and integration of risk data sourced by business entities.
  • Calculation and analysis of Credit risk parameters such as RWA, EAD or LGD on CIB scope.
  • Reconciliation of Accounting and Risk data (Gap analysis)
  • Member of “Knowledge Transfer Team”
  • Business Objects project – Improvement of the internal processes
Insurer {BI Analysis / SAS Developement (Solvency 2 regulation)]
  • Develop new functionalities based on Solvency II requirements for the QRT part
  • Analyse change request from the business regarding jobs reporting that are currently developed in SAS DI
  • Develop ad hoc solutions with VBA/Access for risk reporting department
  • Fixing and debugging in SAS DI environment
  • Review and performance improvements in the frame of jobs developed in SAS DI

SAS DI, Macro SAS, SQL (Oracle), SAP BO, VBA, Access