Oliver Stoll-Managing Director and Employed Actuarial Consultant
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Experience
Managing Director and Employed Actuarial Consultant
ARCS Actuarial and Risk Consulting Stoll GmbH
- Advising insurance companies on modeling, reporting, valuations, risk management and acting as the responsible actuary
- 2023–2025: Improving Solvency II software, annual financial statements (HGB, SII), process optimizations, pricing, SQL and Python-based reports for AXA Germany, Cologne
- 2022–2023: Support for portfolio transfer (RAFM optimization; impact on HGB balance sheet, SII, reinsurance; migration to msg.Life Factory) for Zurich Germany, Cologne
- 2021 and 2024: Redesign of Solvency II model, implementation in Python and model extensions; testing and documentation for PK Rück, Zurich
- 2021–2023: Control calculations for maturity benefits of contracts; specification and testing of policy administration system for product launch at Youplus, Liechtenstein
- 2021: a) Support in preparing a reinsurance treaty: project management and analyses; b) assistance with Solvency II reporting and multi-year planning for Allianz Leben, Stuttgart
- 2020–2021: Further development and optimization of models with Risk Agility FM (RAFM), integration into IFRS 17 reporting process using Unify for Allianz Slovakia and Bulgaria
- 2017–2023: Quality improvement of the RAFM model; methodology development; documentation; process optimization in reporting and planning; automation with Excel and Oracle SQL (on COR-Life); implementation of a life reinsurance treaty; validation of numerical results in the policy administration system for SV Versicherung, Stuttgart and Mannheim
- 2015–2017: Project management and senior actuary in developing an actuarial projection tool and in the IMAP process with the regulator; guiding the reporting team; analyses; methodology development; process design; coordination with IT, asset and risk management for Allianz Leben, Stuttgart
- 2016–2020: Review of cash flow models for investment projects for B Capital, Zurich
- 2015: Redevelopment of MCEV calculation methodology based on MVBS; weakness analysis and collaboration on fixes for Allianz SE, Munich
- 2014: Solvency II risk capital reporting project: validation of data deliveries; analyses for management and regulator; tool development; process and documentation improvements; training of team members for Aegon Group, The Hague, Netherlands
Director in the Actuarial Team
KPMG
- Building KPMG Switzerland's actuarial team in collaboration with partners
- Optimizing the actuarial reporting process with a focus on controls, automation and reduced production times regarding SII requirements
- Conducting due diligence reviews of two EU insurers
- Audit: adequacy of reserves, MCEV calculations, risk capital with a focus on assumptions and controls
- Evaluation of reinsurance treaties for pension funds
- Expert opinion on cost allocation for a collective life portfolio
- Serving as a board member of the KPMG pension fund and member of the investment committee (assets approx. CHF 500 million)
Senior Manager in the Actuarial & Insurance Management Solutions Team
PwC
- Leading audit and consultancy engagements in the actuarial team; client relationship for two major audit mandates
- Expanding modeling capabilities, especially with the software Prophet
- Leading a Solvency II model validation for a Swiss unit of a global insurance group
- Project in Spain: conversion of a Prophet model to ALS and incorporation of additional Solvency II calculations
- Supporting a Swiss insurer in building an SST model with a focus on flexibility and usability
- Reviewing actuarial models of an international insurer in Asia
- Subject matter expert for various modeling projects
Senior Actuary in the Group Life Actuarial (Corporate Center)
Zurich Versicherungsgruppe
- Leading actuarial model development and the actuarial team in Bratislava (team building and management of ten actuaries)
- Interim actuary for a country unit; managing the quarterly MCEV calculation
- Contract negotiations with the software provider (Prophet)
- Drafting quarterly EV reports for the external financial report in the layout tool and quality control
- Advancing the EV methodology, implementing the new MCEV standard, especially regarding CRNHR
- Representing Zurich in the MCEV working group in the CFO Forum
- Supporting country units with reporting and validation of data deliveries
- Designing standardized reports, databases and communication feedback processes to support growth initiatives
ALM Manager in Group Actuarial and Risk Management
Swiss Life
- Member of the project team for selecting and implementing a group-wide ALM system (MoSes or Prophet)
- Supporting country units with monthly risk reporting; reviewing strategic investments; improving reporting and feedback processes
- Organizing a workshop on liability side modeling; developing and presenting the methodology for modeling and valuing unit-linked products
Risk Manager in Group Risk Management
Bâloise Holding
- Conducted an independent case study on implementing an ALM system
- Modeled the portfolio of a country unit in Prophet Life-DFA and analyzed investment strategies using various metrics
- Led the life part of the group-wide field test for the Swiss Solvency Test; provided training and evaluated results
- Modeled reinsurance treaties to optimize retention
Actuarial Consultant
Towers Perrin Tillinghast
- Worked on projects with life and health insurers in Germany, Switzerland, the UK, and Poland
- Performed Embedded Value calculations, modeled life and health insurance products in TAS and MoSes, and conducted product development and market entry studies
- Carried out calculations, advised on assumption setting, implemented libraries in MoSes, and prepared reports and recommendations
- Served as subject-matter expert for MoSes
Industry Experience
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Experienced in Insurance, Banking and Finance, and Professional Services.
Business Area Experience
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Experienced in Finance, Project Management, Business Intelligence, Product Development, Research and Development, and Audit.
Skills
More Than 20 Years Of Experience As A Life Actuary
Actuary Dav And Sav, Federally Certified Financial Analyst, Ciia
Chartered Financial Data Scientist And Executive Mba
Specialist Knowledge In Market-Consistent Valuation Methods (Mcev), Risk Management (Solvency Ii, Sst), Actuarial Modeling, Reporting (Ifrs 17) And Audit
Proficient In Using Excel, Sql, Python And Risk Agility Fm
Solution-Oriented With A Quick Grasp Of Concepts
Working Group On Accounting / Ifrs 17 Of The Swiss Actuarial Association
Board Member In Two Collective Occupational Pension Foundations
Very Good Knowledge Of The Office Suite, Especially Expert Skills In Excel (Including Vba), Word, Powerpoint And Latex
Python, Oracle Sql, Pl/Sql, S-Plus, C++, Visual Basic, Html
Very Good Knowledge Of Risk Agility Fm (Rafm), Moses And Prophet
Languages
Education
University of Tübingen
Postgraduate study, geometrical evolution equations and gravitation theory · Geometrical evolution equations and gravitation theory · Tübingen, Germany
University of Tübingen
Diploma in Mathematics · Mathematics · Tübingen, Germany · very good
Freihof-Gymnasium Göppingen
Abitur · Göppingen, Germany · Final grade 1.4 with distinction in Mathematics
Certifications & licenses
Chartered Financial Data Scientist
DVFA, Frankfurt, Germany
Certified International Investment Analyst (CIIA) / Federal Certified Financial Analyst
AZEK, Swiss Training Centre for Investment Professionals, Bülach, Switzerland
Actuary
Swiss Association of Actuaries (SAV)
Actuary
German Actuarial Association (DAV)
Statistics
Experience
Global Experience
Expertise
Qualifications
Profile
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