Benedikt T.-Actuarial Analyst

Developing business requirements (actuarial mathematics and risk modeling) and analyzing these requirements for technical implementation

Contributing specialist knowledge to assess technical feasibility

Supporting the monitoring of regulatory developments and adjustment of the risk model (in particular Solvency II and ABV)

Contact person for RisCo2 and implementation of the internal risk model and ABV stress tests in the standard software RisCo2

Designing various Excel tools using VBA macros

Introducing an SQL database to store the operational data of actuarial mathematics

Configuring the standard software RisCo2 to calculate required and available risk capital, risk-bearing capacity and limit utilization

Documenting calculations and systematically compiling the necessary input data

Designing, implementing, functionally testing and carrying out stress tests and scenario analyses

Evaluating calculations via SQL queries from the RisCo2 database and checking the standard risk report for formal correctness

Creating a customization specification for standard risk reporting via RisCo2 as a Word report, including the effects of ESG risks

Further developing RisCo2 in line with the requirements of ÄVWL and representing ÄVWL at user meetings

Migrating the operational database of the insured portfolio from Access to MS SQL-Server, including manual reworking of SQL queries, testing the migration and optimizing the solution

Functional design, implementation, testing and introduction of a fund database via MS SQL-Server with an Excel/VBA interface for analyzing daily and weekly fluctuations and automatic population by the custodian

Reporting to management via dashboard extract

Creating and maintaining the database for monitoring the creditworthiness of loan project transactions, with evaluations by loan segment, traffic-light status/rating and year of underwriting in the monthly risk controlling report

Creating an analysis tool to identify file links between Excel files in order to simplify the link structure and define interfaces

Identifying relevant emerging risks for ÄVWL

Supporting data reporting to the actuarial expert and plausibility checking of the actuarial reserve calculation through parallel calculation in C#, as well as supporting the project to introduce a new policy administration system

Presenting options for adjusting the interest rate and reviewing and further developing the technical business plan in cooperation with the expert

Daily reporting on the development of special securities funds to management and committees

Preparing monthly and semi-annual risk reports for management and risk owners, as well as year-end closing activities

Plausibility checking of external (fund) data reports and further developing the internal risk model

Preparing committee meetings, updating and further developing the risk manual, and modeling processes

Preparing a preliminary concept for transferring key process risks to the GBTEC cloud in accordance with RisCo2 and reconciling the risk manual with process descriptions

Creating and evaluating the loss database in RisCo2, providing input for the annual asset-liability management study, developing a proposal for profit distribution and ensuring compliance with regulatory requirements