Experience
Insurance and Pension Funds Supervisory Authority (ASF) | Actuary Link to heading
2023/04 - Present
Responsibilities Link to heading
- Conducted actuarial analyses for life and non-life insurance companies, ensuring prudent SCR determination to cover market-consistent losses in compliance with Solvency II and IFRS 17 frameworks.
- Actively contributed to the IFRS17 financial impact study for Portugal’s insurance sector, ensuring timely project deliveries.
- Conducted a comprehensive analysis of the expanded contractual limits for renewable term life insurance (ART/TAR), assessing the impact on SCR through a thorough examination of assumptions and methodologies.
- Performed an audit for the Economic Scenario Generator (ESG) to analyze the BE of savings products, focusing on TVOG, and shocks (SCRs). Developed a Python-based model to validate the BE cash flows, ensuring the ESG methodology, calibration process, and results were market-consistent, risk-neutral, and aligned with the risk-free interest rate term structure.
Lusitania Vida | Actuary Associated Link to heading
2021/10 - 2023/04
Responsibilities Link to heading
- Effectively managed pension fund activities, developed business reports for internal decision-making, conducted actuarial valuations, and efficiently managed asset portfolios.
- Provided proactive support for actuarial life products, managed technical provision assignments for various products, analyzed an UL product launch, including profit test, and development of KID (DIF) compliant with PRIIPs legislation.
Willis Towers Watson | Actuary Associated Link to heading
2019/03 - 2021/10
Responsibilities Link to heading
- Started as an Actuarial Analyst, collaborating cross-functionally with diverse teams and offices, successfully delivered over 30 projects on Guaranteed Minimum Pension (GMP) for UK pension funds. It allowed me to gain practical experience in actuarial calculations, enhancing problem-solving skills, and focusing on quantitative analysis and modeling.
- Rapidly gained independence in managing complex projects with multiple stakeholders, employing advanced actuarial modeling techniques for pension fund valuations. Achieved exceptional outcomes, exceeding expectations in the year-end review.
- Therefore, took on new challenges by assuming additional responsibilities such as mentoring new team members, and managing timelines for complex projects that involved multiple stages and stakeholders.
Tools Link to heading
- Programming Languages: Python, R, VBA
- MS Office: Word, Excel PowerPoint
My CV is available here.