Qualified Actuary & CERA with Practical Experience of Financial Risk Modelling and Application at a Regional Office
Deep Knowledge with ALM, Market based Valuation of Liabilities, Real World & Valuation (RN) Stochastic Scenarios, Liability Proxy Functions, Illiquidity Premium and Yield Curves
Practical Experience of Assessing Investment Guarantee Product Pricing, Comparing Trade-Off between Returns and Various Risk Taking in a Structured Package of Investment, Optimizing Asset Allocations for Capital Efficiency
Expert in the Statistical Modelling of Market Risks and Credit Risks