Jan 2022 – Jun 2024 · 2 yrs 5 mos · Mumbai, Maharashtra, India

• Actuarial work in Life and Health Business - Medical Reinsurance - Indian and HK markets
• Part of MedRe team - support for automation of experience analysis irrespective of data format and shapes from various clients in Asia Market
• COV analysis of Loss Ratios for internal monitoring purposes
• Treaty Experience Analysis, IBNP factors calculations for Asia Markets
• Data validations, model results reconciliation
• Summary on Indian market study for health insurance sector
• Testing and reviewing internal applications for Medical Portfolio Monitoring
• Technical costing for QS and XOL treaties
• Costing for solvency relief deals
• Experience Studies for mortality, CI and indemnity treaties
• ToT review for HospiCash Benefits
• Skills Developed: SAS, R, Power BI

Jan 2021 – Dec 2021 · 11 mos

• Lead development for a system for IRF contracts (an interest rate derivative) for insurance companies
• Provided assistance in UAT for a system implementation for FRA contracts (an interest rate derivative) at an Insurance company
• Upgraded and developed various aspects such as regulatory and other reports, accounting and exposure limits of the same application
• Provided assistance in drafting report on validation of market risk measurement techniques for a primary dealer
• Derivative valuations along with CVA DVA adjustments, interest rate and FX sensitivity analysis for clients
• Hedge effectiveness testing and hedge accounting for IR, FX swap derivatives
• System deployments for IRD for life insurer. Part of IRD implementation team for various clients.
• IFRS 16 accounting for telecommunications company
• Developed pre-assessment python and stats based tests
• Took system walkthroughs/training sessions for IRDs for internal training purposes and clients
• IRS, FCS, Options and COS derivative valuations
• Developed model wireframe for VaR as per RBI guidelines for banks
• Developed sample illustrations and model for various calculations, accounting, risk measures and reporting for IRF contracts
• Skill Developed: Automation, Python

Jul 2020 – Jan 2021 · 6 mos

• Active part of the internal product development team to provide dynamic solutions through the development of products using Python programming.
• Developed and upgraded framework for FRA contract lifecycle management using Python language using flask framework and SQL integration
• Assisted in developing functions for risk measures such as PV01, VaR and Stress Testing for FRA contracts in the same application
• Performed derivative valuation and hedge accounting for an energy company
• Used Reuters Terminal to extract market data used for various purposes
• IFRS16 accounting for a leading telecommunication company in Middle East

Jan 2021 – May 2025 · 4 yrs 4 mos · Mumbai, Maharashtra, India

• I am faculty member at DS Actuarial Education Services and I provide guidance to aspiring actuaries for CT series subjects.

Dec 2019 – Feb 2020 · 2 mos · Mumbai Area, India

• Research work for Coffee Table Book of IAI for 75th Anniversary of Indian Actuarial Profession.
• The work included scanning through documents and library resources of IAI, LIC, and IFoA, documentation of the information, fact-checking, helping the Editor with writing the chapters.