Location: Zurich UK General Insurance, Whiteley, Hampshire.
Overview: Capital modelling, reserving & reporting work, using Igloo, ResQ Pro, SAP, Applix TM1, Excel & VBA.
- Production of ICAs for 11 legal entities; Created, improved & maintained Igloo/Excel models for Credit, Market & FX risks & an integrated model.
- Project management of: quarterly reserve report production for UK executive; and annual ICA modelling & report creation over a 3-month period.
- Created & implemented reserve variability calculations.
- Quarterly reserve review & peer reviews of Zurich Municipal lines of business.
- Reviewed & documented annual Asbestos reserve analysis, involving SAS.
- Provided IT support to department, including technical coding & software questions, hardware and other general IT set up and support.