

Actuarial professional passionate about reinsurance pricing and treaty underwriting, combining strong quantitative skills with business acumen and communication abilities. Through experiences in Zurich, Luxembourg and Brussels, I have developed a deep understanding of how actuarial modelling supports risk selection, portfolio strategy and underwriting decisions.
• Enhanced and maintained the pricing tool for proportional and non-proportional treaty portfolios, improving efficiency and data consistency.
• Supported lean pricing preparation across Property, Casualty, Engineering and Marine lines.
• Managed the inventory of catastrophe-modelling files and contributed to exposure analyses.
⇨ Impact: Improved analytical accuracy and pricing readiness for upcoming treaty renewals.
• Collaborated with underwriters on Property renewals and new business, ensuring data and documentation quality.
• Updated internal systems with pre-binding and binding documentation to support underwriting workflow.
⇨ Impact: Strengthened coordination between underwriting and actuarial functions, streamlining internal processes
• Participated in treaty renewal submissions, combining exposure models, benchmarking data and loss analysis to support underwriting decisions.
• Estimated expected losses for specific layers using the exposure rating method, aligning results with portfolio risk appetite.
• Collaborated with underwriters to propose treaty adjustments and structure alternatives based on market insights.
⇨ Impact: Delivered actionable pricing inputs contributing to more informed underwriting decisions
• Provided tutoring in mathematics and statistics to high-school and university students.
• Developed pedagogical approaches to explain complex quantitative concepts clearly and effectively.
⇨ Key Skill: Ability to communicate technical ideas to non-specialists — essential when collaborating with brokers, underwriters and clients.
• Calculated Sum-at-Risk (SAR) and counterparty exposure for multiple portfolios.
• Assessed SCR for counterparty risk under the Solvency II Standard Formula.
• Conducted sensitivity analyses of the Best Estimate Liability (BEL) to changes in the UFR (Solvency II – Pillars 1 & 2).
• Verified and validated Excel implementations for QRT reporting (Solvency II – Pillar 3).
Technical : Pricing Modelling Exposure Rating Treaty Analysis Portfolio Optimization Solvency II
Tools: Excel VBA Python R SQL SAS Microsoft Office