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Actuary
Anjali Sakhrani
,
West Hampstead, United Kingdom
Experience
Other titles
Skills
I'm offering
Actuarial work
Data analytics
Data science
Excel VBA
Data analytics
Data science
Excel VBA
Markets
United Kingdom
Language
English
Fluently
Ready for
Larger project
Ongoing relation / part-time
Full time contractor
Available
My experience
2018 - 2019
job
Longevity Corporate Actuary, Corporate Actuarial Team
Pacific Life Re.
• Completed an Implementation of a new Longevity Treaty into the company's MoSes valuation model, liaising with the pricing and operations teams and using the pricing paper, transaction model and pricing data for the treaty. The steps included evaluating and explaining all movements from inception, following data cleanses and finally the roll-forward to current client valuation extract. Produced a detailed Treaty Implementation Report which was very fulfilling, helping to gain a solid understanding and further insights of key aspects and impacts of the business.
• Assisted in the Integration of Protection & Longevity Treaties into the new data system (SAP) and modelling system (Tyche). Adapted spreadsheets and modelling processes currently in place to be compatible with the updated systems and performed robust checks to confirm that all data and outcomes were as expected for each treaty.
• Assisted in the Integration of Protection & Longevity Treaties into the new data system (SAP) and modelling system (Tyche). Adapted spreadsheets and modelling processes currently in place to be compatible with the updated systems and performed robust checks to confirm that all data and outcomes were as expected for each treaty.
Operations, SAP, Integration, Implementation, SOLID, Processes
2017 - 2018
job
Pricing Actuarial Analyst, UK Retail Pricing & Product Development Team
JRP Group.
• Working closely alongside the Director of Actuarial Development to assist with the development of a new and unique GIfL-style variant product. A very interesting and enjoyable project to be involved in, she produced pricing and inforce calculations and developed the VBA code behind this from the product specification to replicate these calculations.
• Assisting the Care Product Actuary with maintaining the Long Term Care products, carrying out various model changes, measuring impacts of changes on margins and return on capital through profit testing, carrying out rate changes when required, conducting several different regular MI reports, business mix analysis relative to the pricing portfolio, and conversion rate analysis.
• Producing the yield and margins benchmark analysis on a weekly basis to monitor the movements in yields and margins since the previous week, compared with the most recently updated (re-based) base portfolio results (following a rate change or change in the yield curve for example).
• Assisting the Care Product Actuary with maintaining the Long Term Care products, carrying out various model changes, measuring impacts of changes on margins and return on capital through profit testing, carrying out rate changes when required, conducting several different regular MI reports, business mix analysis relative to the pricing portfolio, and conversion rate analysis.
• Producing the yield and margins benchmark analysis on a weekly basis to monitor the movements in yields and margins since the previous week, compared with the most recently updated (re-based) base portfolio results (following a rate change or change in the yield curve for example).
Product development, Retail, VBA, Analyst, Testing, Development, Calculations
2014 - 2015
job
Pricing Actuarial Analyst
Chubb.
EMEA Central Pricing Team
• Working closely with the Planning Actuary, Head of Pricing and Chief Actuary to produce all the figures and finalise all the loss ratios which go into the 2015 Annual Plan.
• Responsible for producing the Annual Plan and ReBridge, keeping in regular contact with the local teams in various countries and various other stakeholders.
• Setting revised assumptions based on the results of experience analysis studies and introducing a forward swap curve discount rate into the models to replace a flat valuation interest rate.
• Training/mentoring an Actuarial Analyst in Chennai and peer reviewing their work.
• Working closely with the Planning Actuary, Head of Pricing and Chief Actuary to produce all the figures and finalise all the loss ratios which go into the 2015 Annual Plan.
• Responsible for producing the Annual Plan and ReBridge, keeping in regular contact with the local teams in various countries and various other stakeholders.
• Setting revised assumptions based on the results of experience analysis studies and introducing a forward swap curve discount rate into the models to replace a flat valuation interest rate.
• Training/mentoring an Actuarial Analyst in Chennai and peer reviewing their work.
Training, Mentoring, Analyst, Go
2008 - 2009
job
Senior Investment Analyst
Conduent.
Investment Consulting Team
• Producing quarterly Investment Reports on behalf of Investment Consultants for Institutional Pension Scheme clients (clients range from £50m-£500m AUM).
• Performance analysis on client portfolios.
• Undertaking research activities in relation to equities with a key focus on private equity as an alternative.
• Accompanying senior consultants to investment manager research meetings and Trustee meetings.
• Completion of a number of asset transfers providing exposure to transition managers and custodians.
• Some LDI exposure (interest and inflation swaps) and calculation of currency hedging.
• Asset Liability Modelling of client portfolios to ensure the optimal asset choices for the respective pension fund liabilities.
• Delegation of work to more junior consultants and checking and monitoring their work.
• Producing quarterly Investment Reports on behalf of Investment Consultants for Institutional Pension Scheme clients (clients range from £50m-£500m AUM).
• Performance analysis on client portfolios.
• Undertaking research activities in relation to equities with a key focus on private equity as an alternative.
• Accompanying senior consultants to investment manager research meetings and Trustee meetings.
• Completion of a number of asset transfers providing exposure to transition managers and custodians.
• Some LDI exposure (interest and inflation swaps) and calculation of currency hedging.
• Asset Liability Modelling of client portfolios to ensure the optimal asset choices for the respective pension fund liabilities.
• Delegation of work to more junior consultants and checking and monitoring their work.
Research, SoMe, Consulting, Analyst, Monitoring, Pension, Manager, Currency hedging
2004 - 2008
job
Actuarial Analyst, Financial Reporting Team
XL Catlin.
Financial Reporting position performing various roles including:
• Asset liability cashflow modelling to compare Macaulay durations and recommend appropriate matching strategies.
• Calculate amortised yields for the bonds backing the annuities.
• Liability valuation runs in MoSes to calculate cashflows and reserves on Best Estimate, US GAAP and FSA bases.
• Adapting MoSes models as the underlying business changes and altering assumption sets to keep in line with experience and regulatory changes
• Assisting in the production of the Annual FSA Return.
• Analysis of Surplus reports produced quarterly for clients of asset-backed single premium annuity deals. Typically, the investment surplus is investigated and attributed to the relevant sources.
• Experience Analyses - system design and implementation in SQL. Regular reports for clients and internal management purposes. Dealt with clients to explain results and how they are derived.
• ICAS: Assessed credit and market risk components.
• US GAAP reporting and investment income reconciled against Mellon Workbench for accounting purposes
• Good experience in managing and running asset models and using Bloomberg to download required information for the fixed income portfolios to calculate the portfolio yields and hence valuation interest rates to apply to liability cashflows after adjusting for credit risk.
• Loss Recognition testing.
• Preparation of quarterly Incurred Loss Report.
• Preparation of Chairman's Report.
• Asset liability cashflow modelling to compare Macaulay durations and recommend appropriate matching strategies.
• Calculate amortised yields for the bonds backing the annuities.
• Liability valuation runs in MoSes to calculate cashflows and reserves on Best Estimate, US GAAP and FSA bases.
• Adapting MoSes models as the underlying business changes and altering assumption sets to keep in line with experience and regulatory changes
• Assisting in the production of the Annual FSA Return.
• Analysis of Surplus reports produced quarterly for clients of asset-backed single premium annuity deals. Typically, the investment surplus is investigated and attributed to the relevant sources.
• Experience Analyses - system design and implementation in SQL. Regular reports for clients and internal management purposes. Dealt with clients to explain results and how they are derived.
• ICAS: Assessed credit and market risk components.
• US GAAP reporting and investment income reconciled against Mellon Workbench for accounting purposes
• Good experience in managing and running asset models and using Bloomberg to download required information for the fixed income portfolios to calculate the portfolio yields and hence valuation interest rates to apply to liability cashflows after adjusting for credit risk.
• Loss Recognition testing.
• Preparation of quarterly Incurred Loss Report.
• Preparation of Chairman's Report.
Design, Sql, Cash Flow, Management, Implementation, System Design, Analyst, Testing, Regulatory, Market Risk, Production, Performing
2000 - 2004
job
Actuarial Analyst
Allianz.
Graduate position. Responsibilities included:
• Product Development and Pricing of Life, Critical Illness and rider products.
• Competitor Analysis.
• Systems Implementation.
• Acquired Prophet Skills.
• Produced fund performance reports; reinsurance reports and persistency reports for the FSA.
• Helped train other actuarial analysts.
Professional Associate of the Institute & Faculty of Actuaries with 3 exams remaining to qualify.
• Product Development and Pricing of Life, Critical Illness and rider products.
• Competitor Analysis.
• Systems Implementation.
• Acquired Prophet Skills.
• Produced fund performance reports; reinsurance reports and persistency reports for the FSA.
• Helped train other actuarial analysts.
Professional Associate of the Institute & Faculty of Actuaries with 3 exams remaining to qualify.
Product development, Implementation, Analyst, Development
My education
1997
-
2000
University College London University of London
BSc, Mathematics
BSc, Mathematics
Northwood College
Secondary, Mathematics
Secondary, Mathematics
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