infinada's consulting services are based on many years of experience in the financial industry. The skill set combines management and team leadership experience with a strong quantitative, actuarial and IT background:
Statistics, Data Analysis & Data Science
- Numerous own data analyses performed in R, both in the academic and the industry context.
- Analyses of marketing data (using different machine learning methods for an Austrian insurer).
- Analyses of mortality, disability and surrender incidences in life, disability and health insurance portfolios (at Munich Re). Methods employed included parametric (GLM) and non-parametric (GAM) approaches as well as ensembles of decision trees (random forests).
- Analyses of all kinds of financial time series data: e.g. bonds and equities (at Humboldt University Berlin and the Weierstrass Institute), market risk factors in German banks' trading books (at BaFin) as well as market risk factors affecting the pricing and hedging of life reinsurance portfolios (at Munich Re).
- Analyses of credit losses and the corresponding scoring models (in the context of "internal ratings-based approaches" at BaFin).
- Analyses of operational losses (in the context of Basel II AMA OpRisk models, at BaFin).
Valuation and Risk Models for Complex Financial Products
- Consulting on an internal trading book model (at Bankgesellschaft Berlin). Providing a lecture on "Risk Management for Financial Institutions" (at Humboldt University Berlin, 2001).
- Analysis of portfolios of financial derivatives (in the context of banking supervision at BaFin).
- Portfolio optimization analyses in the context of hedging reinsured life insurance portfolios (at Munich Re).
- Structuring and pricing of reinsurance of life insurance portfolios (at Munich Re).
Actuarial Analyses and Projects
- Creating and updating actuarial assumptions for pricing and reserving in life insurance (at Munich Re).
- Implementation of new products in policy administration systems (at Gessner and Partner and at Skandia).
- Examination of life and health insurance companies (at BaFin).
- Business analyst tasks like interface management, business specification and test management (at Skandia and Munich Re).
- Entity relationship modeling; design of a SQL data base (at Familienfürsorge).
- On-site examinations of internal trading book models at banks and hedge funds (at BaFin).
- Development and negotiation of internal model regulation for Solvency II. Participation in on-site examinations of insurers (at BaFin).
- Independent model validation of an internal model for Solvency II (at infinada for a German insurer).
- Independent initial validation of a partial internal model for market risk for Solvency II (at infinada for an Austrian insurer).
- Performed project management roles in traditional and agile projects (at Skandia and Munich Re).
- Built a "quant" team for the structuring and pricing of life reinsurance. Introduced Scrum (for evolving the library) and Kanban (for pricing) in sub teams.
- Performed several project management roles (co-lead and steering committee) in a hedging platform project (at Munich Re).